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Insurance and saving: some further results

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Publication:795460
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DOI10.1016/0167-6687(84)90048-9zbMath0542.62087OpenAlexW2001575053MaRDI QIDQ795460

Georges Dionne, Louis R. Eeckhoudt

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90048-9


zbMATH Keywords

insurancerisk aversionconsumptionsavingseparation theoremsubstitutesdeposits


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)


Related Items (7)

On the substitution between saving and prevention ⋮ Prevention in two‐period time and its extension health risk model ⋮ Insuring a risky investment project ⋮ Precautionary retirement and precautionary saving ⋮ Self-insurance and saving under a two-argument utility framework ⋮ Optimal saving and health prevention ⋮ A Note on Loadings and Deductibles: Can a Vicious Circle Arise?




Cites Work

  • Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance




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