Optimal consumption, investment, and insurance under state-dependent risk aversion
Year of publication: |
2023
|
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Authors: | Steffensen, Mogens ; Søe, Julie Bjørner |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 53.2023, 1, p. 104-128
|
Subject: | Hamilton-Jacobi-Bellman equation | Multistate models | state-dependent utility | the disability model | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | Nutzen | Utility |
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