An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems

DOI10.1007/978-3-642-11456-4_18zbMATH Open1246.91059OpenAlexW2174135548MaRDI QIDQ2908433FDOQ2908433

Authors Isabel Duarte, Alberto Pinto, Stanley R. Pliska, D. Pinheiro 

Publication date 5 September 2012

Published in Dynamics, Games and Science I (Search for Journal in Brave)

Full work available at URL http://repositorio.inesctec.pt/handle/123456789/2931

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Some applications of a model of term life insurance contracts
• scientific article; zbMATH DE number 7403683 (Why is no real title available?)
• Optimal consumption, investment life insurance and asset allocation under consideration of stochastic labor income
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• Household consumption, investment and life insurance
• Optimal investment and consumption decision of a family with life insurance
• Optimal consumption, investment and life insurance with surrender option guarantee
• Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
• Optimal life-insurance selection and purchase within a market of several life-insurance providers
• Purchasing term life insurance to reach a bequest goal: time-dependent case
• Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model
• Explicit solutions of optimal consumption, investment and insurance problems with regime switching
• Optimal consumption, investment and insurance purchase strategies based on perishable and indivisible durable consumption good
• The policyholder's static and dynamic decision making of life insurance and pension payments
• Purchasing term life insurance to reach a bequest goal while consuming
• Life insurance purchasing to maximize utility of household consumption
• Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
• Life-cycle consumption and life insurance: empirical evidence from Italian survey
• Optimal life insurance purchase and consumption/investment under mean-reverting returns
• Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach
• Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
• On Merton’s Problem for Life Insurers
• Household investment-consumption-insurance policies under the age-dependent risk preferences
• Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms
• Life insurance and pension contracts. II: The life cycle model with recursive utility
• Optimal policies with a loss risk and a higher borrowing rate
• Optimal social welfare policy within financial and life insurance markets
• Optimal investment-consumption-insurance with random parameters
• Dynamic portfolio choice with stochastic wage and life insurance
• Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
• Optimal investment, consumption and life insurance purchase with learning about return predictability
• Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution

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