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Life Insurance Demand under Health Shock Risk 

Kraft, Holger; Schendel, Lorenz S.; Steffensen, Mogens (2015-06-03)
This paper studies the life cycle consumption-investment-insurance problem of a family. The wage earner faces the risk of a health shock that significantly increases his probability of dying. The family can buy long-term ...
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Consumption-Investment Problems with Stochastic Mortality Risk 

Schendel, Lorenz S. (2014-03-03)
I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity ...
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Critical Illness Insurance in Life Cycle Portfolio Problems 

Schendel, Lorenz S. (2014-03-03)
I analyze a critical illness insurance in a consumption-investment model over the life cycle. I solve a model with stochastic mortality risk and health shock risk numerically. These shocks are interpreted as critical illness ...
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International Capital Markets with Time-Varying Preferences 

Curatola, Giuliano; Dergunov, Ilya (2017-08-02)
We propose a 2-country asset-pricing model where agents' preferences change endogenously as a function of the popularity of internationally traded goods. We determine the effect of the time-variation of preferences on ...
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Datastream 

Unknown author
Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
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Kenneth French 

Unknown author
The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...
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FRED 

Unknown author
Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in ...
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BEA 

Unknown author
The Bureau of Economic Analysis produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.
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PSID 

Unknown author
The Panel Study of Income Dynamics (PSID) is the longest running longitudinal household survey in the world. The study began in 1968 with a nationally representative sample of over 18,000 individuals living in 5,000 families ...
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OECD 

Unknown author
The Organisation for Economic Co-operation and Development (OECD) is an international organisation that works to build better policies for better lives. Our goal is to shape policies that foster prosperity, equality, ...
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AuthorSchendel, Lorenz S. (3)Curatola, Giuliano (1)Dergunov, Ilya (1)... View MoreResearch Area
Household Finance (18)
Financial Markets (11)Macro Finance (8)... View MoreJEL ClassificationG11 (18)D91 (12)G12 (12)... View MoreTopicConsumption (11)Monetary Policy (8)Household Finance (7)... View MoreKeyword
portfolio choice (18)
asset pricing (9)labor income risk (9)... View MoreDate Issued2014 (2)2015 (1)2017 (1)Has File(s)Yes (16)No (2)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection