Consumption, Investment, and Healthcare with Aging
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References listed on IDEAS
- Richard, Scott F., 1975. "Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model," Journal of Financial Economics, Elsevier, vol. 2(2), pages 187-203, June.
- Ehrlich, Isaac & Chuma, Hiroyuki, 1990. "A Model of the Demand for Longevity and the Value of Life Extension," Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 761-782, August.
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- Joshua Aurand & Yu-Jui Huang, 2020. "Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences," Papers 2003.01783, arXiv.org, revised Apr 2020.
- Joshua Aurand & Yu-Jui Huang, 2019. "Epstein-Zin Utility Maximization on Random Horizons," Papers 1903.08782, arXiv.org, revised Mar 2020.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGE-2019-01-07 (Economics of Ageing)
- NEP-HEA-2019-01-07 (Health Economics)
- NEP-UPT-2019-01-07 (Utility Models & Prospect Theory)
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