Optimal Life Insurance and Annuity Demand with Jump Diffusion and Regime Switching

  • Jinhui Zhang*
  • , Sachi Purcal
  • , Jiaqin Wei
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Classic Merton optimal life-cycle portfolio and consumption models are based on diffusion models for risky assets. In this paper, we extend the Richard’s (1975) optimal life-cycle model by allowing jumps and regime switching in the diffusion of risky assets. We develop a system of paired Hamilton–Jacobi–Bellman (HJB) equations. Using numerical methods, we obtain the results of agents’ behaviour. Our findings are that agents would be more conservative in consumption and annuitisation when the economic environment is more volatile and the bequest motive is stronger. However, under certain conditions, agents might increase their exposure to risky assets.

Original languageEnglish
Title of host publicationContributions to Economics
PublisherSpringer Science and Business Media Deutschland GmbH
Pages515-530
Number of pages16
DOIs
StatePublished - 2022

Publication series

NameContributions to Economics
ISSN (Print)1431-1933
ISSN (Electronic)2197-7178

Keywords

  • Jumps
  • Optimal investment
  • Regime switching
  • Richard’s model
  • Stochastic optimal control

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