Optimal consumption and investment with insurer default risk
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 | Nachfragetheorie des Haushalts | Consumer demand theory | Kreditrisiko | Credit risk | Risiko | Risk |
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