Household consumption-investment-insurance decisions with uncertain income and market ambiguity
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Publication:5861811
DOI10.1080/03461238.2021.1886981zbMath1485.91211OpenAlexW3130697505MaRDI QIDQ5861811
Zhuo Jin, Ning Wang, Tak Kuen Siu, Ming Qiu
Publication date: 2 March 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1886981
model uncertaintyinvestmentconsumptionlife insurancestochastic income growthtwo consecutive generations
Related Items (5)
Household investment-consumption-insurance policies under the age-dependent risk preferences ⋮ Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity ⋮ Optimal consumption, investment, and insurance under state-dependent risk aversion ⋮ Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting ⋮ Optimal investment, consumption and life insurance purchase with learning about return predictability
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