dot-util_optim_wc: Helper 2: Optimize portfolio weights and consumption c,

In sstoeckl/pensionfinanceLi: Optimal Pension Decisions in Liechtenstein

Description

Helper 2: Optimize portfolio weights and consumption c,

Usage

.util_optim_wc(
  inputvec,
  ret_age,
  c2,
  nu2,
  nu3,
  ra,
  delta,
  beta,
  c_age,
  gender,
  gender_mortalityTable,
  w0,
  CF,
  li,
  lg,
  c1,
  s1,
  s2,
  s3,
  w2,
  rho2,
  rho3,
  ret,
  retr,
  psi,
  verbose = FALSE,
  warnings = FALSE
)

Arguments

inputvec

c(c, alpha, w3)

sstoeckl/pensionfinanceLi documentation built on Dec. 2, 2020, 3:26 a.m.