Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming
From MaRDI portal
Publication:2808184
DOI10.1137/15M1017855zbMath1339.91105arXiv1412.2262MaRDI QIDQ2808184
Virginia R. Young, Erhan Bayraktar, S. David Promislow
Publication date: 20 May 2016
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.2262
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
Minimizing lifetime poverty with a penalty for bankruptcy ⋮ Target-Bequest Investment and Insurance Fund ⋮ Purchasing casualty insurance to avoid lifetime ruin ⋮ Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin ⋮ REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE ⋮ MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS
Cites Work
- Unnamed Item
- Minimizing the lifetime shortfall or shortfall at death
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
- Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation
- On minimizing the ruin probability by investment and reinsurance
- Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
- Optimal commutable annuities to minimize the probability of lifetime ruin
- Correspondence between lifetime minimum wealth and utility of consumption
- Purchasing life insurance to reach a bequest goal
- Optimally investing to reach a bequest goal
- Continuous-Time Red and Black: How to Control a Diffusion to a Goal
- Reaching Zero Rapidly
- Controlling a Process to a Goal in Finite Time
- User’s guide to viscosity solutions of second order partial differential equations
- Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
- Optimal Control of Favorable Games with a Time Limit
- Reaching goals by a deadline: digital options and continuous-time active portfolio management
- Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
- Life Insurance Purchasing to Maximize Utility of Household Consumption
- Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
This page was built for publication: Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming