An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems
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Publication:2908433
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
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- Explicit solutions of optimal consumption, investment and insurance problems with regime switching
- Optimal policies with a loss risk and a higher borrowing rate
- Household investment-consumption-insurance policies under the age-dependent risk preferences
- Life-cycle consumption and life insurance: empirical evidence from Italian survey
- Optimal investment-consumption-insurance with random parameters
- Household consumption, investment and life insurance
- Optimal investment and consumption decision of a family with life insurance
- The policyholder's static and dynamic decision making of life insurance and pension payments
- Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
- Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms
- Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
- Optimal consumption, investment and life insurance with surrender option guarantee
- Life insurance purchasing to maximize utility of household consumption
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach
- Some applications of a model of term life insurance contracts
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