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Health and (Other) Asset Holdings

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Publication:4610585
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DOI10.1093/restud/rds033zbMath1405.91258OpenAlexW3123395326MaRDI QIDQ4610585

Florian Pelgrin, Julien Hugonnier, Pascal St-Amour

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://www.nccr-finrisk.uzh.ch/wps.php


zbMATH Keywords

portfolioconsumptionhealth expenditures and insurancemortality and morbidity risksvalues of life and of health


Mathematics Subject Classification ID


Related Items (7)

Social health insurance: a quantitative exploration ⋮ Consumption and investment demand when health evolves stochastically ⋮ Health insurance, portfolio choice, and retirement incentives ⋮ Algorithmic Trading with Model Uncertainty ⋮ Consumption, investment and healthcare with aging ⋮ Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences ⋮ Health shock risk, critical illness insurance, and housing services







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