Optimal life-insurance selection and purchase within a market of several life-insurance providers
DOI10.1016/J.INSMATHECO.2016.01.002zbMATH Open1348.62242OpenAlexW2261410371MaRDI QIDQ282285FDOQ282285
Authors: Alberto Pinto, Abdelrahim Mousa, D. Pinheiro 
Publication date: 12 May 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://repositorio.inesctec.pt/handle/123456789/6116
Recommendations
- An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems
- Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms
- Dynamic portfolio choice with stochastic wage and life insurance
- Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
- scientific article
dynamic programmingstochastic optimal controllife-insurance purchase and selectionoptimal consumption-investmentuncertain lifetime
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Optimal stochastic control (93E20)
Cites Work
- Loss models. From data to decisions
- Optimum consumption and portfolio rules in a continuous-time model
- Controlled Markov processes and viscosity solutions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Theory of Dynamic Programming
- Optimal investment decisions when time-horizon is uncertain
- Dynamic programming for a Markov-switching jump-diffusion
- Title not available (Why is that?)
- A theory of risk, return and solvency
- How long is the surplus below zero?
- Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms
- Dynamic programming and stochastic control processes
- Title not available (Why is that?)
- Risk theory in a Markovian environment
- Optimal Entrepreneurial Decisions in a Completely Stochastic Environment
- Title not available (Why is that?)
- Title not available (Why is that?)
- DYNAMIC PROGRAMMING AND A NEW FORMALISM IN THE CALCULUS OF VARIATIONS
- When does the surplus reach a given target?
Cited In (7)
- Two-player zero-sum stochastic differential games with random horizon
- Title not available (Why is that?)
- Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity
- Optimal social welfare policy within financial and life insurance markets
- Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
- Title not available (Why is that?)
- Optimal selection of training program for Taiwanese life insurance sales representatives by using analytic hierarchy process method and sensitivity analysis
This page was built for publication: Optimal life-insurance selection and purchase within a market of several life-insurance providers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q282285)
