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Optimal consumption, portfolio, and long-term-care health insurance in a dynamic framework

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24500‎$a‎Optimal consumption, portfolio, and long-term-care health insurance in a dynamic framework‎$c‎Lucia Leporatti...[et al.]
520  ‎$a‎The article presents a dynamic model that jointly analyzes optimal consumption, investment decisions, and the purchase of long-term care (LTC) insurance. Using a stochastic framework with health shocks modeled through Poisson processes, it shows how individuals balance savings, portfolio allocation, and insurance coverage when facing LTC expenses. The findings indicate that the share of LTC costs covered by insurance declines with age, that interest rates and insurer mark-ups strongly influence coverage decisions, and that savings and private insurance act as substitutes. The model is calibrated using Health and Retirement Study data, offering policy insights on improving LTC affordability and sustainability
650 4‎$0‎MAPA20080603786‎$a‎Seguro de dependencia
650 4‎$0‎MAPA20080577902‎$a‎Riesgo sanitario
650 4‎$0‎MAPA20080596095‎$a‎Economía de la salud
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080611248‎$a‎Inversiones financieras
650 4‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 4‎$0‎MAPA20250003576‎$a‎Seguros de salud
7001 ‎$0‎MAPA20260002590‎$a‎Leporatti, Lucia
7102 ‎$0‎MAPA20080465346‎$a‎American Risk and Insurance Association
7730 ‎$w‎MAP20077001748‎$g‎23/12/2025 Volume 28 Issue 4 - 2025 , p. 588 - 608‎$x‎1098-1616‎$t‎Risk management & insurance review‎$d‎Malden, MA : The American Risk and Insurance Association by Blackwell Publishing, 1999-