Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model

Optimum consumption and portfolio rules in a continuous-time model

Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations

Social Sciences, Economics, Finance +16

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

Robert C. Merton · The Review of Economics and Statistics · 1969 · 5.3K citations

Social Sciences, Economics, Finance +17

Uncertain Lifetime, Life Insurance, and the Theory of the Consumer

Menahem E. Yaari · The Review of Economic Studies · 1965 · 3.3K citations

Business, Economics, Insurance +17

Introduction to stochastic control

David D. Sworder · IEEE Transactions on Automatic Control · 1972 · 399 citations

Engineering, Mathematics, Systems Engineering +10

Dynamic programming and the calculus of variations

Stuart E. Dreyfus · Journal of Mathematical Analysis and Applications · 1960 · 291 citations

Natural Sciences, Mathematics, Optimization +10