Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Jiaqin Wei, Xiang Cheng, Zhuo Jin, Hao Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Wei, Jiaqin ; Cheng, Xiang ; Jin, Zhuo ; Wang, Hao |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 91.2020, p. 244-256
|
| Subject: | Common-shock model | Consumption | Copula | Investment | Life insurance | Lebensversicherung | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | 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.2020.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242023