Pages that link to "Item:Q1379951"

The following pages link to Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951):

Displaying 16 items.

• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
• Optimal cash management under uncertainty (Q1043253) (← links)
• A bound on the probability of ruin in Merton's model (Q1695461) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• A stochastic control model of investment and consumption with applications to financial economics (Q2213549) (← links)
• Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• The Markov consumption problem (Q2427839) (← links)
• A stochastic control model of economic growth with environmental disaster prevention (Q2507937) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
• EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)