Life insurance and pension contracts II : the life cycle model with recursive utility
Year of publication: |
2016
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Authors: | Aase, Knut K. |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 1, p. 71-102
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Subject: | Optimal pension insurance | optimal life insurance | recursive utility | defined benefit | defined contribution | consumption puzzle | investment problem | Lebensversicherung | Life insurance | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Lebenszyklus | Life cycle | Risikoaversion | Risk aversion | Nutzen | Utility | Risikomodell | Risk model | Pensionskasse | Pension fund |
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