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A planning tool for optimal investment, consumption, life insurance, and annuities over the lifetime of an investor.

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Investor Lifespan Model

A planning tool for optimal investment, consumption, life insurance, and annuities over an individual investor's lifetime. All mathematical results are from the paper Optimal Consumption, Portfolio and Life Insurance Rules for an Uncertain Lived Individual in a Continuous Time Model, by Scott F. Richard, which is included in PDF format.

To use it, edit and run the script src/main.py.

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A planning tool for optimal investment, consumption, life insurance, and annuities over the lifetime of an investor.

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  • Python 100.0%