Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach (Q5063445): Difference between revisions

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+Functional Itō calculus and stochastic integral representation of martingales
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A note on optimal investment-consumption-insurance in a Lévy market
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimal consumption, investment and life insurance with surrender option guarantee
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+State-Dependent Utility
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal investment and life insurance strategies under minimum and maximum constraints
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+Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Optimal investment-consumption-insurance with random parameters
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