Optimal life insurance purchase and consumption/investment under uncertain lifetime

By Stanley R. Pliska, Jinchun Ye. 2007

200 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ac6f5f9ab965cead17d68d9bcf46c077111a314a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Yang Shen

In Economics and Econometrics

1. Yang Shen
2. Jiaqin Wei

In Finance

1. Yang Shen
2. Jiaqin Wei

Citations in the corpus

• Optimal Portfolio Selection with Life Insurance Under Inflation Risk (2014, background): “The succeeding papers including Pliska and Ye (2007), Ye (2007), Huang and Milevsky (2008), Huang et al. (2008), Kwak et al. (2011) and Pirvu and Zhang (2012) investigated the demand for life insurance under different market environments.”
• Optimal investment-consumption-insurance with random parameters (2016, background): “Pliska & Ye (2007) and Ye (2008) studied the optimal investment-consumption-insurance problem for an wage earner with an unbounded random lifetime.”