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Optimal life insurance purchase and consumption/investment under uncertain lifetime

  • Published:2007-05 Issue:5 Volume:31 Page:1307-1319
  • ISSN:0378-4266
  • Container-title:Journal of Banking & Finance
  • language:en
  • Short-container-title:Journal of Banking & Finance

Author:

Pliska Stanley R.,Ye Jinchun

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. The demand for life insurance: An application of the economics of uncertainty;Campbell;Journal of Finance,1980

2. Modelling Survival Data in Medical Research;Collett,2003

3. A life cycle model of life insurance purchase;Fischer;International Economics Review,1973

4. Controlled Markov Processes and Viscosity Solutions;Fleming,1993

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

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