Life Insurance Purchasing to Maximize Utility of Household Consumption
From MaRDI portal
Publication:5742639
DOI10.1080/10920277.2013.793159zbMath1412.91030arXiv1205.5958OpenAlexW1969257734MaRDI QIDQ5742639
Virginia R. Young, Erhan Bayraktar
Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.5958
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare ⋮ Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case ⋮ Dynamic Portfolio Choice with Stochastic Wage and Life Insurance ⋮ Annuitization and asset allocation under exponential utility ⋮ Purchasing life insurance to reach a bequest goal ⋮ Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming ⋮ Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Cites Work
- Unnamed Item
- Unnamed Item
- Optimal investment and life insurance strategies under minimum and maximum constraints
- Annuitization and asset allocation
- Optimal investment and consumption decision of a family with life insurance
- Household consumption, investment and life insurance
- Optimal commutable annuities to minimize the probability of lifetime ruin
- Maximizing the utility of consumption with commutable life annuities
- Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
This page was built for publication: Life Insurance Purchasing to Maximize Utility of Household Consumption
