Consumption, investment and life insurance strategies with heterogeneous discounting
type: Item
instance of: scholarly article
title: Consumption, investment and life insurance strategies with heterogeneous discounting
zbMATH Open document ID: 1291.91140
author: Albert de-Paz
author: Jesús Marín-Solano
author: Oriol Roch
author: Jorge Navas
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
full work available at URL: http://hdl.handle.net/2445/33979
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 6306777
zbMATH Keywords: heterogeneous discounting
zbMATH Keywords: consumption and portfolio rules
zbMATH Keywords: life insurance
zbMATH Keywords: time-consistency
MaRDI profile type: Publication
OpenAlex ID: W3124181964
cites work: A consumption-investment problem with heterogeneous discounting
cites work: The golden rule when preferences are time inconsistent
cites work: Time-Consistent Portfolio Management
cites work: Non-constant discounting in continuous time
cites work: Q4316541
cites work: Consumption and portfolio rules for time-inconsistent investors
cites work: Heterogeneous discounting in economic problems
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: The Calculus of Retirement Income
DOI: 10.1016/J.INSMATHECO.2013.10.008
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description: scientific article; zbMATH DE number 6306777