Advanced search
Publication Cover
North American Actuarial Journal Volume 19, 2015 - Issue 4
Submit an article Journal homepage
504
Views
10
CrossRef citations to date
0
Altmetric
Feature Articles

Dynamic Portfolio Choice with Stochastic Wage and Life Insurance

Xudong ZengSchool of FinanceShanghai University of Finance and Economics, Shanghai, China
,
Yuling WangSchool of FinanceShanghai University of Finance and Economics, Shanghai, China
&
James M. CarsonTerry College of BusinessUniversity of Georgia, Athens, GeorgiaCorrespondence[email protected]
Pages 256-272 | Published online: 23 Sep 2015

Citations (10)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

Hao Wang, Ning Wang, Lin Xu, Shujie Hu & Xingyu Yan. (2023) Household investment-consumption-insurance policies under the age-dependent risk preferences. International Journal of Control 96:10, pages 2542-2554.
Read now
Ning Wang, Zhuo Jin, Tak Kuen Siu & Ming Qiu. (2021) Household consumption-investment-insurance decisions with uncertain income and market ambiguity. Scandinavian Actuarial Journal 2021:10, pages 832-865.
Read now
Yang Shen & Jianxi Su. (2019) Life-Cycle Planning with Ambiguous Economics and Mortality Risks. North American Actuarial Journal 23:4, pages 598-625.
Read now

Articles from other publishers (7)

Xingchun Peng & Baihui Li. (2023) Optimal investment, consumption and life insurance purchase with learning about return predictability. Insurance: Mathematics and Economics 113, pages 70-95.
Crossref
Ritika Bhatia, Anil K. Bhat & Jyoti Tikoria. (2021) Life insurance purchase behaviour: A systematic review and directions for future research. International Journal of Consumer Studies 45:6, pages 1149-1175.
Crossref
Guo Liu, Zhuo Jin & Shuanming Li. (2021) Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. Insurance: Mathematics and Economics 101, pages 508-524.
Crossref
An Chen, Thai Nguyen & Nils Sørensen. (2021) Indifference pricing under SAHARA utility. Journal of Computational and Applied Mathematics 388, pages 113288.
Crossref
Guo Liu, Zhuo Jin & Shuanming Li. (2021) Household Lifetime Strategies under a Self-Contagious Market. European Journal of Operational Research 288:3, pages 935-952.
Crossref
Walter Mudzimbabwe. (2019) A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. Journal of Computational and Applied Mathematics 360, pages 55-61.
Crossref
Xiaoqing Liang & Virginia R. Young. (2018) Annuitization and asset allocation under exponential utility. Insurance: Mathematics and Economics 79, pages 167-183.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.