Optimal mean-variance efficiency of a family with life insurance under inflation risk
Zongxia Liang, Xiaoyang Zhao
| Year of publication: |
November 2016
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|---|---|
| Authors: | Liang, Zongxia ; Zhao, Xiaoyang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 164-178
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| Subject: | Mean-variance efficiency | Surplus wealth of the family | Income-replacement insurance | Lagrange dual method | Replication of assets | Dynamic programming | Nonlinear HJB equations | Theorie | Theory | Portfolio-Management | Portfolio selection | Lebensversicherung | Life insurance | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming | Inflation | Vermögen | Wealth | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630638