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

@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on the Mathematics of Finance
@@ Property / cites work: Lectures on the Mathematics of Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance in a continuous-time model
@@ Property / cites work: Optimal insurance in a continuous-time model / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
+Normal rank
@@ Property / cites work @@
+Unifying framework for optimal insurance
@@ Property / cites work: Unifying framework for optimal insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
+Normal rank
@@ Property / cites work @@
+Explicit solutions of optimal consumption, investment and insurance problems with regime switching
+Normal rank