Life insurance decisions under recursive utility
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Recommendations
- Life insurance and pension contracts. II: The life cycle model with recursive utility
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution
- Household utility maximization with life insurance: a CES utility case
- Consumption, investment and life insurance strategies with heterogeneous discounting
- Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation
Cites work
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Consumption Over the Life Cycle
- Consumption-portfolio optimization with recursive utility in incomplete markets
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income
- Optimal consumption and portfolio selection with stochastic differential utility
- Optimum consumption and portfolio rules in a continuous-time model
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution
- Recursive utility and preferences for information
- Stochastic Differential Utility
- Stochastic differential utility as the continuous-time limit of recursive utility
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
Cited in
(8)- Household utility maximization with life insurance: a CES utility case
- Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation
- Nonrecursive separation of risk and time preferences
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution
- On consumer preferences and the willingness to pay for term life insurance
- Life insurance and pension contracts. II: The life cycle model with recursive utility
- Time-consistent lifetime portfolio selection under smooth ambiguity
- What is the value of the annuity market?
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