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...

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Autores:

Tipo de recurso:

Fecha de publicación:

2020

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/26672

Acceso en línea:

https://doi.org/10.1080/00207160.2020.1797699
https://repository.urosario.edu.co/handle/10336/26672

Palabra clave:

Optimal choice
Life insurance
State-dependent utility

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