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MULTI-PERIOD OPTIMIZATION MODEL FOR A HOUSEHOLD, AND OPTIMAL INSURANCE DESIGN(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan)
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- Hibiki Norio
- Keio University
Bibliographic Information
- Other Title
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- Multi-period optimization model for a household, and optimal insurance desigh
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Description
We discuss an optimization model to obtain an optimal investment and insurance strategy for a household. In this paper, we extend the studies in Hibiki and Komoribayashi (2006). We introduce the following points, and examine the model with numerical examples. (1) We consider cash flow due to a serious disease and involve medical insurance. (2) An optimization model is formulated with term life insurance which variable insurance money is received. (3) We propose a model to decide optimal life and medical insurance money received at each time. (4) Sampling error is examined with 100 kinds of 5,000 sample paths.
Journal
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- Journal of the Operations Research Society of Japan
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Journal of the Operations Research Society of Japan 50 (4), 463-487, 2007
The Operations Research Society of Japan
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Keywords
Details 詳細情報について
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- CRID
- 1390282679086886144
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- NII Article ID
- 110006532064
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- NII Book ID
- AA00703935
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- ISSN
- 21888299
- 04534514
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- NDL BIB ID
- 9316949
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- Text Lang
- en
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- Data Source
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- JaLC
- NDL Search
- Crossref
- CiNii Articles
- OpenAIRE
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- Abstract License Flag
- Disallowed