Consumption, investment and life insurance strategies with heterogeneous discounting
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Publication:2015474
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Cites work
- scientific article; zbMATH DE number 700855 (Why is no real title available?)
- A consumption-investment problem with heterogeneous discounting
- Consumption and portfolio rules for time-inconsistent investors
- Heterogeneous discounting in economic problems
- Non-constant discounting in continuous time
- Optimum consumption and portfolio rules in a continuous-time model
- The Calculus of Retirement Income
- The golden rule when preferences are time inconsistent
- Time-consistent portfolio management
Cited in
(22)- scientific article; zbMATH DE number 7403683 (Why is no real title available?)
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- A solution method for heterogeneity involving present bias
- Time-consistent portfolio optimization
- Heterogeneous discounting in economic problems
- Non-constant discounting and consumption, portfolio and life insurance rules
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Exponential utility maximization for an insurer with time-inconsistent preferences
- A consumption-investment problem with heterogeneous discounting
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
- Time-consistent portfolio management
- Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework
- Household investment-consumption-insurance policies under the age-dependent risk preferences
- Life insurance decisions under recursive utility
- Life-cycle consumption and life insurance: empirical evidence from Italian survey
- Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
- Goal-based portfolio choice model with discounted preference
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model
- Consumption and portfolio decisions with uncertain lifetimes
- A life insurance model with asymmetric time preferences
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution
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