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Life insurance and annuity demand under hyperbolic discounting
Tang, Siqi; Purcal, T. Sachi; Zhang, Jinhui - In: Risks : open access journal 6 (2018) 2, pp. 1-10
standard model, which showed strong demand for life annuities), and annuities are rarely purchased; (2) optimal consumption …
Persistent link: https://www.econbiz.de/10011866415
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Time inconsistent preferences and the annuitization decision
Schreiber, Philipp; Weber, Martin - In: Journal of economic behavior & organization : JEBO 129 (2016), pp. 37-55
Persistent link: https://www.econbiz.de/10011701774
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Consumption and life insurance decisions under hyperbolic discounting and taxation
Koo, Ja Eun; Lim, Byung Hwa - In: Economic modelling 94 (2021), pp. 288-295
Persistent link: https://www.econbiz.de/10012695003
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Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
Zhang, Jinhui; Purcal, T. Sachi; Wei, Jiaqin - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 80-90
Persistent link: https://www.econbiz.de/10012793911
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Time-consistent portfolio optimization
Peng, Ling; Kloeden, Peter E. - In: European journal of operational research : EJOR 288 (2021) 1, pp. 183-193
Persistent link: https://www.econbiz.de/10012496547
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Asset demands and consumption with longevity risk
Jang, Bong-Gyu; Koo, Hyeng-keun; Rhee, Yuna - In: Economic theory : official journal of the Society for … 62 (2016) 3, pp. 587-633
Persistent link: https://www.econbiz.de/10011529384
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Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Li, Xun; Yu, Xiang; Zhang, Qinyi - In: Insurance / Mathematics & economics 108 (2023), pp. 25-45
Persistent link: https://www.econbiz.de/10013534508
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The investment horizon problem : a resolution
Aase, Knut K. - 2009
Persistent link: https://www.econbiz.de/10003879036
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The Investment Horizon Problem : A Resolution
Aase, Knut K. - 2009
In the canonical model of investments, the optimal fractions in the risky assets do not depend on the time horizon. This is against empirical evidence, and against the typical recommendations of portfolio managers. We demonstrate that if the intertemporal coefficient of relative risk aversion is...
Persistent link: https://www.econbiz.de/10013155200
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Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank; Stadje, Mitja - In: Insurance / Mathematics & economics 100 (2021), pp. 130-146
Persistent link: https://www.econbiz.de/10012622385