Personal finance and life insurance under separation of risk aversion and elasticity of substitution
N. E. Jensen; M. Steffensen
| Year of publication: |
2015
|
|---|---|
| Authors: | Jensen, N. E. ; Steffensen, M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 28-41
|
| Subject: | Recursive utility | Lifetime uncertainty | Stochastic control | Generalized Hamilton-Jacobi-Bellman equation | Time-inconsistency | Certainty equivalents | Theorie | Theory | Lebensversicherung | Life insurance | Risikoaversion | Risk aversion | Risiko | Risk | Substitutionselastizität | Elasticity of substitution | Nutzenfunktion | Utility function | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Erwartungsnutzen | Expected utility | Intertemporale Entscheidung | Intertemporal choice | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312090