Optimal investment and consumption decision of a family with life insurance
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Publication:2276217
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Cites work
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- A preference change and discretionary stopping in a consumption and portfolio selection problem
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- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal insurance in a continuous-time model
- Optimal investment and life insurance strategies under minimum and maximum constraints
- Optimal portfolio, consumption and retirement decision under a preference change
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Cited in
(39)- Lifetime asset allocation with idiosyncratic and systematic mortality risks
- Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
- Household consumption, investment and life insurance
- Beyond optimality: Managing children, assets, and consumption over the life cycle
- Optimal consumption, investment and life insurance with surrender option guarantee
- Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
- Optimal mean-variance efficiency of a family with life insurance under inflation risk
- Entrance times of random walks: with applications to pension fund modeling
- Optimal consumption, investment, and insurance under state-dependent risk aversion
- Weighted utility optimization of the participating endowment contract
- Stock return uncertainty and life insurance
- Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model
- Household lifetime strategies under a self-contagious market
- scientific article; zbMATH DE number 7572534 (Why is no real title available?)
- Optimal Control of DC Pension Plan Management under Two Incentive Schemes
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework
- Family optimal investment strategy for a random household expenditure under the CEV model
- Optimal life insurance with no-borrowing constraints: duality approach and example
- Household utility maximization with life insurance: a CES utility case
- An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems
- Life insurance purchasing to maximize utility of household consumption
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity
- Optimal investment-consumption and life insurance with capital constraints
- Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
- Annuity and insurance choice under habit formation
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- Robust retirement and life insurance with inflation risk and model ambiguity
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
- Two-player zero-sum stochastic differential games with random horizon
- Optimal investment-consumption-insurance with random parameters
- A note on optimal investment-consumption-insurance in a Lévy market
- Dynamic portfolio choice with stochastic wage and life insurance
- A life insurance model with asymmetric time preferences
- Optimal investment, consumption, and life insurance in an incomplete market
- Optimal investment, consumption and life insurance purchase with learning about return predictability
- Minimizing the lifetime ruin under borrowing and short-selling constraints
- Labor supply flexibility and portfolio selection with early retirement option
- Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution
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