SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal investment and consumption decision of a family with life insurance
16 references·9 citing·36 second hop
Optimal investment and consumption decision of a family with life insurance (2010)Optimal investment and consumption decisi…Merton, Robert C. (2010)Merton, Robert C.Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Mortality Risk and Bequests (1989)Mortality Risk and BequestsDependents and the Demand for Life Insurance (1989)Dependents and the Demand for…Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equat…Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Optimal Portfolio and Consump…Explicit Solution of a General Consumption/Investment Problem (1986)Explicit Solution of a Genera…A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios (1986)A Stochastic Calculus Model o…Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Optimal consumption, portfoli…A Life Cycle Model of Life Insurance Purchases (1973)A Life Cycle Model of Life In…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance (1969)Optimal Investment and Consum…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…Robust retirement and life insurance with inflation risk and model ambiguity (2023)Robust retirement and life in…Annuity and insurance choice under habit formation (2022)Annuity and insurance choice …Household consumption-investment-insurance decisions with uncertain income and market ambiguity (2021)Household consumption-investm…Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes (2020)Optimal consumption–investmen…Family optimal investment strategy for a random household expenditure under the CEV model (2019)Family optimal investment str…Optimal Intertemporal Consumption and Involuntary Memories of Consumption (2016)Optimal Intertemporal Consump…Optimal investment-consumption-insurance with random parameters (2014)Optimal investment-consumptio…Optimal consumption, investment and life insurance with surrender option guarantee (2013)Optimal consumption, investme…Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution (2012)Optimal investment, consumpti…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank competition and financial stability in Asia Pacific (2013)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)How does competition affect bank systemic risk? (2013)Martingales and arbitrage in multiperiod securities markets (1979)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Strategic Asset Allocation (2002)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)The Role of Intergenerational Transfers in Aggregate Capital Accumulation (1980)Is there a retirement-savings puzzle? (1995)Wealth Inequality and Intergenerational Links (2004)The Effects of Health, Wealth, and Wages on Labour Supply and Retirement Behaviour (2005)Does Option Compensation Increase Managerial Risk Appetite? (2000)Brownian Motion and Stochastic Calculus (2007)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)A Jump-Diffusion Model for Option Pricing (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (2002)Pricing American Options: A Duality Approach (2004)Model Uncertainty and Option Markets with Heterogeneous Beliefs (2006)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1987Stochastic Differential Equations: An Introduction with Applications.3,963 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
  • 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon1,106 cited
  • 1998Methods of Mathematical Finance888 cited
  • 2010Merton, Robert C.812 cited
  • 1989Mortality Risk and Bequests685 cited
  • 1986A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios540 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 1986Explicit Solution of a General Consumption/Investment Problem387 cited
  • 1973A Life Cycle Model of Life Insurance Purchases261 cited
  • 1989Dependents and the Demand for Life Insurance261 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1969Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance246 cited
  • Cited by

    • 2012Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution60 cited
    • 2014Optimal investment-consumption-insurance with random parameters50 cited
    • 2020Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes42 cited
    • 2021Household consumption-investment-insurance decisions with uncertain income and market ambiguity36 cited
    • 2019Family optimal investment strategy for a random household expenditure under the CEV model31 cited
    • 2013Optimal consumption, investment and life insurance with surrender option guarantee28 cited
    • 2023Robust retirement and life insurance with inflation risk and model ambiguity26 cited
    • 2022Annuity and insurance choice under habit formation21 cited
    • 2016Optimal Intertemporal Consumption and Involuntary Memories of Consumption0 cited