Optimal investment, consumption, and life insurance in an incomplete market (Q2816845): Difference between revisions

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+https://doi.org/10.1080/03610926.2014.911907
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+W2408054448
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+Household consumption, investment and life insurance
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+Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
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+Optimal investment and consumption decision of a family with life insurance
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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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