Optimal life-insurance selection and purchase within a market of several life-insurance providers

DOI10.1016/j.insmatheco.2016.01.002zbMath1348.62242OpenAlexW2261410371MaRDI QIDQ282285

Alberto A. Pinto, Diogo Pinheiro, Abdelrahim Mousa

Publication date: 12 May 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://repositorio.inesctec.pt/handle/123456789/6116

zbMATH Keywords

dynamic programmingstochastic optimal controllife-insurance purchase and selectionoptimal consumption-investmentuncertain lifetime

Mathematics Subject Classification ID

Related Items (4)

Optimal social welfare policy within financial and life insurance markets ⋮ Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy ⋮ Unnamed Item ⋮ Two-player zero-sum stochastic differential games with random horizon

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