Optimal investment, consumption and life insurance purchase with learning about return predictability
Xingchun Peng, Baihui Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Peng, Xingchun ; Li, Baihui |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 70-95
|
| Subject: | Learning | Life insurance | Return predictability | Stochastic interest rate | Lebensversicherung | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Lernprozess | Learning process | Portfolio-Management | Portfolio selection | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014466205