Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
We consider the problem of an individual who has to make decisions (under uncertainty) about optimal consumption, investment, and life insurance purchase in a financial market with a finite number of securities; the role of the life insurance is to protect the individual's family of an eventual...
Autores Principales: | Gómez, Fabio, Londoño, Jaime A. |
---|---|
Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
Taylor and Francis Group
2020
|
Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/26672 https://doi.org/10.1080/00207160.2020.1797699 |
Ejemplares similares
-
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models
por: López, Oscar, et al.
Publicado: (2015) -
Portfolio optimization and long-term dependence
por: León-Rincón, Carlos Eduardo, et al.
Publicado: (2010) -
The effect of medicaid eligibility on coverage, utilization, and children's health
por: De La Mata, Dolores
Publicado: (2012) -
Fuzzy Approach to Optimal Placement of Health Centers
por: Figueroa-García J.C., et al.
Publicado: (2019) -
Making index Insurance Attractive to Farmers
por: Anthony, P., et al.
Publicado: (2020)