Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Xun Li, Xiang Yu, Qinyi Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Xun ; Yu, Xiang ; Zhang, Qinyi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 108.2023, p. 25-45
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| Subject: | Consumption drawdown constraint | Life insurance | Optimal consumption | Piecewise feedback control | Shortfall aversion | Lebensversicherung | Portfolio-Management | Portfolio selection | Konsum | Consumption | Sparen | Savings | Konsumtheorie | Consumption theory | Privater Konsum | Private consumption | Nachfragetheorie des Haushalts | Consumer demand theory | Einkommenshypothese | Income hypothesis | Konsumentenverhalten | Consumer behaviour |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013534508