英文标题：
《Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent
Case》
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作者：
Erhan Bayraktar, Virginia R. Young, David Promislow
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最新提交年份：
2015
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英文摘要：
We consider the problem of how an individual can use term life insurance to maximize the probability of reaching a given bequest goal, an important problem in financial planning. We assume that the individual buys instantaneous term life insurance with a premium payable continuously. By contrast with Bayraktar et al. (2014), we allow the force of mortality to vary with time, which, as we show, greatly complicates the problem.
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中文摘要：
我们考虑个人如何使用定期人寿保险来最大限度地提高达到给定遗赠目标的概率，这是财务规划中的一个重要问题。我们假设个人购买即时定期人寿保险，并持续支付保费。与Bayraktar等人（2014年）相比，我们允许死亡率随时间变化，正如我们所展示的，这使问题变得非常复杂。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Mathematical Finance 数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Quantitative Finance 数量金融学
二级分类：Portfolio Management 项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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