Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Year of publication: |
March 2017
|
---|---|
Authors: | Han, Nan-Wei ; Hung, Mao-Wei |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 73.2017, p. 54-67
|
Subject: | Life insurance | Stochastic differential utility | Interest rate risk | Inflation | Elasticity of intertemporal substitution | Risk aversion | Konsumtheorie | Consumption theory | Lebensversicherung | Zins | Interest rate | Risiko | Risk | Zinsrisiko | Risikoaversion | Portfolio-Management | Portfolio selection |
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