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Tontines with mixed cohorts
Chen, An; Qian, Linyi; Yang, Zhixin - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 437-455
Persistent link: https://www.econbiz.de/10012588353
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Household consumption-investment-insurance decisions with uncertain income and market ambiguity
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 832-865
Persistent link: https://www.econbiz.de/10012696889
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Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao - In: Insurance / Mathematics & economics 91 (2020), pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
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Household lifetime strategies under a self-contagious market
Liu, Guo; Jin, Zhuo; Li, Shuanming - In: European journal of operational research : EJOR 288 (2021) 3, pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 508-524
Persistent link: https://www.econbiz.de/10012793950