Pages that link to "Item:Q506093"
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The following pages link to Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093):
Displayed 18 items.
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Do time preferences matter in intertemporal consumption and portfolio decisions? (Q2099002) (← links)
- Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
- Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
- Inter‐temporal mutual‐fund management (Q6054428) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
