Anzeige der Dokumente 1-10 von 10

    • 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 ...
    • CoverTen 

      Unbekannter Autor
    • 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 ...
    • Datastream 

      Unbekannter Autor
      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 ...
    • Destatis 

      Unbekannter Autor
      The Federal Statistical Office is the institution to contact first for official data on the society, the economy, the environment and the state. We provide objective statistics that have been compiled in a neutral and ...
    • Higher-Order Income Risk over the Business Cycle: A Parametric Approach 

      Busch, Christopher; Ludwig, Alexander (2020-03-24)
      We extend the canonical income process with persistent and transitory risk to shock distributions with left-skewness and excess kurtosis, to which we refer as higher- order risk. We estimate our extended income process by ...
    • 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 ...
    • PSID 

      Unbekannter Autor
      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 ...
    • World Bank 

      Unbekannter Autor
      The World Bank DataBank is an analysis and visualisation tool that contains collections of time series data on a variety of topics. You can create your own queries; generate tables, charts, and maps; and easily save, embed, ...
    • ZfKD 

      Unbekannter Autor
      Das Zentrum für Krebsregisterdaten (ZfKD) im Robert Koch-Institut in Berlin führt die Daten der epidemiologischen Landes­krebs­register auf Bundesebene zusammen.