Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach

dc.creatorGómez, Fabio
dc.creatorLondoño, Jaime A.
dc.date.accessioned2020-08-19T14:40:00Z
dc.date.accessioned2022-09-22T14:17:01Z
dc.date.available2020-08-19T14:40:00Z
dc.date.available2022-09-22T14:17:01Z
dc.date.created2020-08-19T14:40:00Z
dc.identifierISSN: 0020-7160
dc.identifierEISSN: 1029-0265
dc.identifierhttps://repository.urosario.edu.co/handle/10336/26672
dc.identifierhttps://doi.org/10.1080/00207160.2020.1797699
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/3437400
dc.description.abstractWe consider the problem of an individual who has to make decisions (under uncertainty) about optimal consumption, investment, and life insurance purchase in a financial market with a finite number of securities; the role of the life insurance is to protect the individual's family of an eventually early death. We propose facing the problem of optimal election under the alternative approach of state-dependent utilities; so we assume that preferences measure the agent's satisfaction for future cash flows valued by the market when the individual is making his/her decisions
dc.languageeng
dc.publisherTaylor and Francis Group
dc.relationInternational Journal of Computer Mathematics, ISSN:0020-7160;EISSN:1029-0265, Vol.97 (August, 2020); pp.
dc.relationhttps://www.tandfonline.com/doi/abs/10.1080/00207160.2020.1797699
dc.relationInternational Journal of Computer Mathematics
dc.relationVol. 97
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.rightsRestringido (Acceso a grupos específicos)
dc.sourceInternational Journal of Computer Mathematics
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.titleOptimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
dc.typearticle


Este ítem pertenece a la siguiente institución