SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Journal of Banking and Finance

Volumn 31, Issue 5, 2007, Pages 1307-1319

Optimal life insurance purchase and consumption/investment under uncertain lifetime

(2) Pliska, Stanley R a Ye, Jinchun a

a UNIVERSITY OF ILLINOIS AT CHICAGO (United States)

Author keywords

C51; C61; CRRA utilities; D91; G11; G22; HJB equation; Investment consumption model; Life insurance

Indexed keywords

EID: 34147114294 PISSN: 03784266 EISSN: None Source Type: Journal
DOI: 10.1016/j.jbankfin.2006.10.015 Document Type: Article

Times cited : (145)

References (13)

1
- 84977337876
- The demand for life insurance: An application of the economics of uncertainty
- Campbell R.A. The demand for life insurance: An application of the economics of uncertainty. Journal of Finance 35 (1980) 1155-1172
- (1980) Journal of Finance , vol.35 , pp. 1155-1172
- Campbell, R.A.¹

2
- 0003421882
- Chapman & Hall
- Collett D. Modelling Survival Data in Medical Research. second ed. (2003), Chapman & Hall
- (2003) Modelling Survival Data in Medical Research. second ed.
- Collett, D.¹

3
- 0001274228
- A life cycle model of life insurance purchase
- Fischer S. A life cycle model of life insurance purchase. International Economics Review 14 (1973) 132-152
- (1973) International Economics Review , vol.14 , pp. 132-152
- Fischer, S.¹

4
- 0003423896
- Springer-Verlag, New York
- Fleming W.H., and Soner H.M. Controlled Markov Processes and Viscosity Solutions (1993), Springer-Verlag, New York
- (1993) Controlled Markov Processes and Viscosity Solutions
- Fleming, W.H.¹ Soner, H.M.²

5
- 34147119666
- Iwaki, H., Komoribayashi, K., 2004. Optimal life insurance for a household, International Finance Workshop at Nanzan University, Preprint.

6
- 84922693600
- Uncertain lifetime, the theory of the consumer, and the life cycle hypothesis
- Leung S.F. Uncertain lifetime, the theory of the consumer, and the life cycle hypothesis. Econometrica 62 (1994) 1233-1239
- (1994) Econometrica , vol.62 , pp. 1233-1239
- Leung, S.F.¹

7
- 0000271050
- Dependents and the demand for life insurance
- Lewis F.D. Dependents and the demand for life insurance. American Economic Review 79 (1989) 452-466
- (1989) American Economic Review , vol.79 , pp. 452-466
- Lewis, F.D.¹

8
- 0000314740
- Lifetime portfolio selection under uncertainty: The continuous time case
- Merton R.C. Lifetime portfolio selection under uncertainty: The continuous time case. Review of Economics and Statistics 51 (1969) 247-257
- (1969) Review of Economics and Statistics , vol.51 , pp. 247-257
- Merton, R.C.¹

9
- 0011090049
- Optimum consumption and portfolio rules in a continuous-time model
- Merton R.C. Optimum consumption and portfolio rules in a continuous-time model. Journal of Economic Theory 3 (1971) 372-413
- (1971) Journal of Economic Theory , vol.3 , pp. 372-413
- Merton, R.C.¹

10
- 2442438905
- Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model
- Richard S.F. Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model. Journal of Financial Economics 2 (1975) 187-203
- (1975) Journal of Financial Economics , vol.2 , pp. 187-203
- Richard, S.F.¹

11
- 10444239779
- Uncertain lifetime, life insurance, and the theory of the consumer
- Yaari M.E. Uncertain lifetime, life insurance, and the theory of the consumer. Review of Economic Studies 32 (1965) 137-150
- (1965) Review of Economic Studies , vol.32 , pp. 137-150
- Yaari, M.E.¹

12
- 34147160261
- Ye, J., 2006. Optimal life insurance purchase, consumption, and portfolio under an uncertain life, Ph.D. Dissertation, University of Illinois at Chicago, Chicago.

13
- 0003810314
- Springer-Verlag, New York
- Yong J., and Zhou X. Stochastic Controls: Hamiltonian Systems and HJB Equations (1999), Springer-Verlag, New York
- (1999) Stochastic Controls: Hamiltonian Systems and HJB Equations
- Yong, J.¹ Zhou, X.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.