Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631): Difference between revisions

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+W2016174755
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+.3562
@@ Property / arXiv ID: 1402.3562 / rank @@
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+Optimal insurance in a continuous-time model
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+Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
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+Unifying framework for optimal insurance
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+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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+Explicit solutions of optimal consumption, investment and insurance problems with regime switching
+Normal rank