On retirement time decision making
Year of publication: |
2021
|
---|---|
Authors: | Chen, An ; Hentschel, Felix ; Steffensen, Mogens |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 107-129
|
Subject: | Mortality model | Optimal consumption and investment | Precommitted, naive and sophisticated individuals | Stochastic market model | Utility optimization | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Altersgrenze | Retirement | Stochastischer Prozess | Stochastic process | Nachfragetheorie des Haushalts | Consumer demand theory | Intertemporale Entscheidung | Intertemporal choice |
-
Optimal retirement choice under age-dependent force of mortality
Ferrari, Giorgio, (2023)
-
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George, (2005)
-
Probabilistic aspects of financial risk
Föllmer, Hans, (2000)
- More ...
-
On retirement time decision making
Chen, An, (2020)
-
A utility- and CPT-based comparison of life insurance contracts with guarantees
Chen, An, (2015)
-
Optimal Insurance Contract Design Under Mortality
Chen, An, (2014)
- More ...