Analytic approach for models of optimal retirement with disability risk

DOI10.1016/J.MATHSOCSCI.2023.09.007MaRDI QIDQ6125929

Seyoung Park, Jiwon Chae, Bong-Gyu Jang

Publication date: 9 April 2024

Published in: Mathematical Social Sciences (Search for Journal in Brave)

zbMATH Keywords

retirementdisability riskoptimal consumption and portfoliototal wealth

Mathematics Subject Classification ID

Portfolio theory (91G10) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Optimum consumption and portfolio rules in a continuous-time model
• Lifetime consumption and investment: retirement and constrained borrowing
• Optimal long-term contracts with disability insurance under limited commitment
• Optimal retirement with borrowing constraints and forced unemployment risk
• Unemployment Risks and Optimal Retirement in an Incomplete Market
• OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
• Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
• Utility Maximization with Discretionary Stopping
• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION

This page was built for publication: Analytic approach for models of optimal retirement with disability risk