Hideki Iwaki

  1. An optimal life insurance policy in the investment-consumption problem in an incomplete market.

    Authors: Masahiko Egami, Hideki Iwaki
    Subjects: Portfolio Management
    Abstract

    This paper considers an optimal life insurance for a householder subject to
    mortality risk. The household receives a wage income continuously, which is
    terminated by unexpected (premature) loss of earning power or (planned and
    intended) retirement, whichever happens first. In order to hedge the risk of
    losing income stream by householder's unpredictable event, the household enters
    a life insurance contract by paying a premium to an insurance company. The
    household may also invest their wealth into a financial market.

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