Thesis (doctoral)--Lund University, 1996. / Added t.p. with thesis statement inserted.

Thesis (doctoral)--Uppsala universitet, 2002. / Added t.p. with thesis statement inserted. Includes bibliographical references.

Thesis (M.A.)--Ohio University, June, 2009. / Title from PDF t.p. Includes bibliographical references.

Thesis--Freie Universität Berlin. / Vita. Includes bibliographical references (p. i-xxxix (3d group)).

Thesis (PhD) -- University of Canberra, 2007. / Thesis submitted for the degree of Doctor of Philosophy, University of Canberra, April 2007. Bibliography: leaves 220-253.

Thesis--Freie Universität Berlin. / Vita. Includes bibliographical references (p. i-xxxix (3d group)).

Thesis (Ph. D.)--University of California, San Diego, 2000. / Vita. Includes bibliographical references (leaves 109-119).

Thesis (Ph. D.)--University of Texas at Austin, 2009. / Title from PDF title page (University of Texas Digital Repository, viewed on Sept. 9, 2009). Vita. Includes bibliographical references.

Economic uncertainty may affect significantly people’s behavior and hence macroeconomic variables. It is thus important to understand how people behave in presence of different kinds of economic risk. The present dissertation focuses therefore on the impact of the uncertainty in capital and labor income on the individual saving behavior. The underlying uncertain variables are here modeled as stochastic processes that each obey a specific stochastic differential equation, where uncertainty stems either from Poisson or Lévy processes. The results on the optimal behavior are derived by maximizing the individual expected lifetime utility. The first chapter is concerned with the necessary mathematical tools, the change-of-variables formula and the Hamilton-Jacobi-Bellman equation under Poisson uncertainty. We extend their possible field of application in order make them appropriate for the analysis of the dynamic stochastic optimization problems occurring in the following chapters and elsewhere. The second chapter considers an optimum-saving problem with labor income, where capital risk stems from asset prices that follow geometric L´evy processes. Chapter 3, finally, studies the optimal saving behavior if agents face not only risk but also uncertain spells of unemployment. To this end, we turn back to Poisson processes, which here are used to model properly the separation and matching process.