Zobrazeno 1 - 10
of 32
pro vyhledávání: '"U Jin Choi"'
Publikováno v:
WIT Transactions on Ecology and the Environment.
Publikováno v:
Insurance: Mathematics and Economics. 48:176-188
We study an optimal portfolio and consumption choice problem of a family that combines life insurance for parents who receive deterministic labor income until the fixed time T . We consider utility functions of parents and children separately and ass
Publikováno v:
Journal of Mathematical Analysis and Applications. 355:527-540
We investigate an optimal portfolio, consumption and retirement decision problem in which an economic agent can determine the discretionary stopping time as a retirement time with constant labor wage and disutility. We allow the preference of the age
Publikováno v:
Journal of Mathematical Analysis and Applications. 345:109-122
In this paper we consider a general optimal consumption-portfolio selection problem of an infinitely-lived agent whose consumption rate process is subject to subsistence constraints before retirement. That is, her consumption rate should be greater t
Publikováno v:
Applied Mathematics and Computation. 191:239-252
We study a consumption and portfolio selection problem in the presence of proportional transaction costs. In order to explore the effects of the expectation about the length of an investor’s lifetime on her optimal consumption and investment, we ge
Publikováno v:
Applied Mathematics and Computation. 188:1801-1811
We study a general optimal consumption and portfolio selection problem of an infinitely-lived investor whose consumption rate process is subjected to downside constraint. That is, her consumption rate is greater than or equals to some positive consta
Autor:
DO YOUNG KWAK,U JIN CHOI
Publikováno v:
Proceedings of Indian National Science Academy, Vol 22, Iss 7 (2015)
A GENERALIZATION OF MULTIPLIER THEOREM TO THE BALL
Publikováno v:
Journal of Computational and Applied Mathematics. 186:325-334
A method for stable numerical differentiation of noisy data is proposed. The method requires solving a Volterra integral equation of the second kind. This equation is solved analytically. In the examples considered its solution is computed analytical
Publikováno v:
Journal of Computational and Applied Mathematics. 180(1):147-159
The stability and the convergence of the Chebyshev quadrature rule of one-sided finite part integrals (J. Approx. Theory 111 (2001) 196–219) is considered with some numerical examples. The three-term recurrence relation is suggested for computing t
Publikováno v:
International Journal for Numerical Methods in Engineering. 61:496-513
In the recent works (Commun. Numer. Meth. Engng 2001; 17:881; to appear), the superiority of the non-linear transformations containing a real parameter b ≠ 0 has been demonstrated in numerical evaluation of weakly singular integrals. Based on these