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

1971 • 6,065 citations

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

1969 • 5,148 citations

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

1965 • 3,214 citations

Stochastic Stability and Control

1967 • 1,516 citations

Introduction to stochastic control

1971 • 642 citations

Introduction to stochastic control

1972 • 407 citations

Dynamic programming and the calculus of variations

1960 • 294 citations

4 Dynamic Programming and the Calculus of Variations

1964 • 261 citations

A Life Cycle Model of Life Insurance Purchases

1973 • 251 citations

Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance

1969 • 246 citations