Optimal investment and life insurance strategies under minimum and maximum constraints
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Cites work
- scientific article; zbMATH DE number 5151672 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- A variational problem arising in financial economics
- Correspondence between lifetime minimum wealth and utility of consumption
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal insurance in a continuous-time model
- Optimum consumption and portfolio rules in a continuous-time model
Cited in
(23)- Optimal portfolios with sustainable assets: aspects for life insurers
- Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model
- Optimal investment and consumption decision of a family with life insurance
- Optimal consumption, investment and life insurance with surrender option guarantee
- OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION
- On the optimal design of insurance contracts with guarantees
- Optimal mean-variance efficiency of a family with life insurance under inflation risk
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
- A combined stochastic programming and optimal control approach to personal finance and pensions
- Optimal asset allocation for participating contracts with mortality risk under minimum guarantee
- What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts
- Performance measurement of pension strategies: a case study of Danish life cycle products
- The policyholder's static and dynamic decision making of life insurance and pension payments
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework
- Optimal investment strategy for insurers under linear constraint
- An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems
- Life insurance purchasing to maximize utility of household consumption
- Possibilistic individual multi-period consumption-investment models
- Performance measurement of pension strategies: a case study of Danish life-cycle products
- Die Bestimmung individueller Lebensversicherungsangebote als nicht-lineares Optimierungsproblem
- Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
- Optimal investment, consumption, and life insurance in an incomplete market
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