Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
Year of publication: |
2015
|
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Authors: | Gao, Jin ; Ulm, Eric R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 87-98
|
Subject: | GMDB | Variable annuity | Expected utility | CRRA | Bequest motive | Lebensversicherung | Life insurance | Theorie | Theory | Sterblichkeit | Mortality | Erbe | Inheritance | Erwartungsnutzen |
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