Life-cycle consumption and life insurance: empirical evidence from Italian survey

DOI10.1016/J.PHYSA.2023.128719OpenAlexW4362474412MaRDI QIDQ6045272FDOQ6045272

Fabrizio Striani

Publication date: 26 May 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2023.128719

zbMATH Keywords

life-cycle modelCRRA utility functionpanel analysisinsurance policyGMM system methodology

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Another look at the instrumental variable estimation of error-components models
• Initial conditions and moment restrictions in dynamic panel data models
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• Consumption Over the Life Cycle
• Dynamic Investment Models and the Firm's Financial Policy
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Dynamic Quantile Models of Rational Behavior
• Underestimation of probabilities modifications: characterization and economic implications
• Consumption Growth, the Interest Rate and Aggregation
• Sensitivity of tests of the PIH to alternative consumption proxies
• An option pricing approach for measuring solvency capital requirements in insurance industry
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
• Euler equation estimation: Children and credit constraints
• Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

Cited In (2)

• The determinants of lapse rates in the Italian life insurance market
• On consumer preferences and the willingness to pay for term life insurance

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