Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00780-023-00510-4.pdf
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3. Alonso-Carrera, J., Caballe, J., Raurich, X.: Aspirations, habit formation, and bequest motive. Econ. J. 117, 813–836 (2007)
4. Auerbach, A.J., Kotlikoff, L.J.: The adequacy of life insurance purchases. J. Financ. Intermed. 1, 215–241 (1991)
5. Azfar, O.: Rationalizing hyperbolic discounting. J. Econ. Behav. Organ. 38, 245–252 (1999)
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