Personal finance and life insurance under separation of risk aversion and elasticity of substitution
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 | Risikomodell | Risk model | Lebensversicherung | Life insurance | Risikoaversion | Risk aversion | Substitutionselastizität | Elasticity of substitution | Stochastischer Prozess | Stochastic process |
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