Consumption-investment problems with stochastic mortality risk
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More about this item
Keywords
Stochastic mortality risk; Health jumps; Labor income risk; Portfolio choice; Insurance;All these keywords.
JEL classification:
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2014-03-22 (Dynamic General Equilibrium)
- NEP-HEA-2014-03-22 (Health Economics)
- NEP-IAS-2014-03-22 (Insurance Economics)
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