Lifetime asset allocation with idiosyncratic and systematic mortality risks
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Publication:4583595
DOI10.1080/03461238.2017.1343749zbMath1416.91221OpenAlexW3126143679MaRDI QIDQ4583595
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2017.1343749
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Related Items (8)
Household investment-consumption-insurance policies under the age-dependent risk preferences ⋮ Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk ⋮ Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity ⋮ Optimal investment, consumption and life insurance purchase with learning about return predictability ⋮ Existence of optimal consumption strategies in markets with longevity risk ⋮ Life-Cycle Planning with Ambiguous Economics and Mortality Risks ⋮ Household consumption-investment-insurance decisions with uncertain income and market ambiguity ⋮ Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
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