Optimal consumption and investment with insurer default risk
Bong-Gyu Jang, Hyeng Keun Koo, Seyoung Park
| Year of publication: |
2019
|
|---|---|
| Authors: | Jang, Bong-Gyu ; Koo, Hyeng-keun ; Park, Seyoung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 44-56
|
| Subject: | Optimal consumption | Optimal investment | Insurer default risk | Annuity demand | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Risiko | Risk | Konsumtheorie | Consumption theory | Nachfragetheorie des Haushalts | Consumer demand theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105360