Optimal consumption and investment with insurer default risk (Q2273975): Difference between revisions

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+Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities
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+Unemployment Risks and Optimal Retirement in an Incomplete Market
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+Optimal investment decisions when time-horizon is uncertain
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+Lifetime consumption and investment: retirement and constrained borrowing
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+MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
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+Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
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+Optimum consumption and portfolio rules in a continuous-time model
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+Annuitization and asset allocation
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+A generalization of Yaari's result on annuitization with optimal retirement
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+Optimal consumption and savings with stochastic income and recursive utility
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+Q128025240
@@ Property / Wikidata QID: Q128025240 / rank @@
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