Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760): Difference between revisions

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+Household consumption, investment and life insurance
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A variational problem arising in financial economics
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+Convex duality in constrained portfolio optimization
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+Lifetime consumption and investment: retirement and constrained borrowing
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+Optimal portfolio management with American capital guarantee
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+Q4868514
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Q4368791
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+A dynamic programming approach to constrained portfolios
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+Optimal investment and consumption decision of a family with life insurance
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+Optimum consumption and portfolio rules in a continuous-time model
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+Annuitization and asset allocation
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+Optimal investment and life insurance strategies under minimum and maximum constraints
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+Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
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+Optimal investment with minimum performance constraints
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