Pages that link to "Item:Q896739"
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The following pages link to A note on optimal investment-consumption-insurance in a Lévy market (Q896739):
Displayed 9 items.
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
- Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach (Q5063445) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy (Q6198508) (← links)