Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Year of publication: |
2020
|
---|---|
Authors: | Wei, Jiaqin ; Cheng, Xiang ; Zhuo, Jin ; Wang, Hao |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 91.2020, p. 244-256
|
Subject: | Common-shock model | Consumption | Copula | Investment | Life insurance | Lebensversicherung | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Portfolio-Management | Portfolio selection |
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