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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 : (158)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.