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Optimal Consumption and Investment with Mortality Risk and State Price-Dependent Utilities
Londoño, Jaime A. - 2023
We address the problem of optimal consumption and investment for agents with mortality risk in a complete financial … process as proposed by Londono [25]. We introduce live insurance˜ to hedge consumers’ mortality risk and to achieve consumers …
Persistent link: https://www.econbiz.de/10014353885
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Optimal Portfolio Choice with Wage-Indexed Social Security
Li, Jialun - 2011
stocks and risk-free bonds over its lifecycle. We show that allowing for the wage indexation of social security benefits …
Persistent link: https://www.econbiz.de/10013125573
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Optimal portfolio choice with wage-indexed social security
Li, Jialun; Smetters, Kent A. - 2011
allocate its portfolio between risky stocks and risk-free bonds over its lifecycle. We show that allowing for the wage …
Persistent link: https://www.econbiz.de/10009129772
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Optimal portfolio choice over the life cycle with social security
Smetters, Kent A.; Chen, Ying - 2009
Persistent link: https://www.econbiz.de/10009354797
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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Kartashov, Vasily; Maurer, Raimund; Mitchell, Olivia S.; … - 2011
Persistent link: https://www.econbiz.de/10009372885
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Critical illness insurance in life cycle portfolio problems
Schendel, Lorenz S. - 2014 - This version: March 3, 2014
stochastic mortality risk and health shock risk numerically. These shocks are interpreted as critical illness and can negatively …
Persistent link: https://www.econbiz.de/10010252053
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Household life-cycle asset allocation and background risk of labor income
Cai, Mingchao; Zhao, Jun; Pan, Rulu; Huang, Haozhi - In: China finance review international 3 (2013) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10009777673
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Resuscitating businessman risk : a rationale for familiarity-based portfolios
Ruffino, Doriana - In: Review of economic dynamics 17 (2014) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10010378886
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Optimal consumption and portfolio choice of retirees with longevity risk
Kremer, Alexander; Liese, Friedrich; Homölle, Susanne; … - In: Journal of pension economics and finance 13 (2014) 3, pp. 227-249
Persistent link: https://www.econbiz.de/10010509295
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Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia
Kovačević, Renata; Latković, Mladen - In: Financial theory and practice 39 (2015) 1, pp. 31-55
Persistent link: https://www.econbiz.de/10010504665