Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance

DOI10.1016/j.insmatheco.2014.12.004zbMath1314.91138OpenAlexW2053121231MaRDI QIDQ2347100

Eric R. Ulm, Jin Gao

Publication date: 26 May 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.12.004

zbMATH Keywords

expected utilityvariable annuityGMDBCRRAbequest motive

Mathematics Subject Classification ID

Related Items

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Cites Work

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• Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *
• Wealth Inequality and Intergenerational Links