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Long-term care insurance decisions
Bodily, Samuel E.; Furman, Bryan - In: Decision analysis : a journal of the Institute for … 13 (2016) 3, pp. 173-191
Persistent link: https://www.econbiz.de/10011583472
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Tenure choice, portfolio structure and long-term care : optimal risk management in retirement
Fehr, Hans; Hofmann, Maurice - 2019
We study the interplay between tenure decisions, stock market investment and the public social security system. Housing equity not only serves a dual purpose as a consumption good and as an asset, but also provides insurance to buffer various risks in retirement. Our life cycle model captures...
Persistent link: https://www.econbiz.de/10012050806
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Tenure Choice, Portfolio Structure and Long-Term Care - Optimal Risk Management in Retirement
Fehr, Hans - 2019
We study the interplay between tenure decisions, stock market investment and the public social security system. Housing equity not only serves a dual purpose as a consumption good and as an asset, but also provides insurance to buffer various risks in retirement. Our life cycle model captures...
Persistent link: https://www.econbiz.de/10012864931
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Portfolio allocation over the life cycle with multiple late-in-life saving motives
Lee, Minjoon - In: Journal of empirical finance 74 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014477088
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Continuous-time semi-Markov inference of biometric laws associated with a long-term care insurance portfolio
Biessy, Guillaume - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 527-561
Persistent link: https://www.econbiz.de/10011729610
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Long-term care : risk description of a Spanish portfolio and economic analysis of the timing of insurance purchase
Guillén, Montserrat; Pinquet, Jean - In: The Geneva papers on risk and insurance - issues and … 33 (2008) 4, pp. 659-672
Persistent link: https://www.econbiz.de/10003775317
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The inception selection effect of diagnosis in a German long term care portfolio
Czado, Claudia (contributor);  … - 2003
In this paper we quantify the inception selection effect of diagnosis in a large German long term care (LTC) portfolio. First we are interested in modeling transition intensities, which will then be used in a multistate model set up to estimate transition probabilities. Finally we use these...
Persistent link: https://www.econbiz.de/10002719803
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Effects of Nursing Home Stays on Household Portfolios
Banerjee, Sudipto - 2012
This paper uses data from the Health and Retirement Study (HRS) to track the portfolios of households following the nursing home entries of HRS participants. For comparison, it also tracks the portfolios of similarly aged individuals who do not enter a nursing home facility. The data show a...
Persistent link: https://www.econbiz.de/10014168525
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The Risk Premium for Minority Banks Altruistic Portfolios in Underserved Communities
Charles-Cadogan, G. - 2017
minority bank (MB) policies. Our theory apparatus synthesizes Vasicek's bond pricing model, and KMV Moody loan portfolio model … increased capital, and brokered deposits, militate against altruistic motives. This implies that for a given amount of altruism …, MBs are better served by tactical portfolio allocation in an expanded investment opportunity set. We apply the theory to …
Persistent link: https://www.econbiz.de/10012974983
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Life-cycle portfolio choice : the role of heterogeneity and under-diversification
Campanale, Claudio - 2008
Persistent link: https://www.econbiz.de/10003871460