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Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
| dc.creator | Gómez De los Ríos, Fabio Andrés | spa |
| dc.creator | Londoño, Jaime A. | spa |
| dc.date.accessioned | 2020-08-19T14:40:00Z | |
| dc.date.available | 2020-08-19T14:40:00Z | |
| dc.date.created | 2020-01-01 | spa |
| dc.description.abstract | We 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 | eng |
| dc.format.mimetype | application/pdf | |
| dc.identifier.doi | https://doi.org/10.1080/00207160.2020.1797699 | |
| dc.identifier.issn | ISSN: 0020-7160 | |
| dc.identifier.issn | EISSN: 1029-0265 | |
| dc.identifier.uri | https://repository.urosario.edu.co/handle/10336/26672 | |
| dc.language.iso | eng | spa |
| dc.publisher | Taylor and Francis Group | spa |
| dc.relation.citationTitle | International Journal of Computer Mathematics | |
| dc.relation.citationVolume | Vol. 97 | |
| dc.relation.ispartof | International Journal of Computer Mathematics, ISSN:0020-7160;EISSN:1029-0265, Vol.97 (August, 2020); pp. | spa |
| dc.relation.uri | https://www.tandfonline.com/doi/abs/10.1080/00207160.2020.1797699 | spa |
| dc.rights.accesRights | info:eu-repo/semantics/restrictedAccess | |
| dc.rights.acceso | Restringido (Acceso a grupos específicos) | spa |
| dc.source | International Journal of Computer Mathematics | spa |
| dc.source.instname | instname:Universidad del Rosario | |
| dc.source.reponame | reponame:Repositorio Institucional EdocUR | |
| dc.subject.keyword | Optimal choice | spa |
| dc.subject.keyword | Life insurance | spa |
| dc.subject.keyword | State-dependent utility | spa |
| dc.title | Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach | spa |
| dc.title.TranslatedTitle | Compra de seguros de vida, inversión y consumo óptimos: un enfoque de servicios públicos dependientes del estado | spa |
| dc.type | article | eng |
| dc.type.hasVersion | info:eu-repo/semantics/publishedVersion | |
| dc.type.spa | Artículo | spa |
