Calisto Guambe

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory Mathematical Control and Related Fields	2024-06-17	Paper
Time-consistent investment-proportional reinsurance strategy under a jump-diffusion model	2024-01-29	Paper
Stochastic differential game strategies in the presence of reinsurance and dividend payout Journal of Industrial and Management Optimization	2023-03-29	Paper
On the sensitivity analysis of energy quanto options Stochastic Analysis and Applications	2022-10-28	Paper
Optimal investment-consumption and life insurance with capital constraints Communications in Statistics: Theory and Methods	2022-06-27	Paper
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations Communications in Statistics: Theory and Methods	2022-05-30	Paper
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks Communications in Statistics: Theory and Methods	2022-05-23	Paper
Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model Japan Journal of Industrial and Applied Mathematics	2022-01-21	Paper
An ergodic BSDE risk representation in a jump-diffusion framework International Journal of Theoretical and Applied Finance	2021-08-24	Paper
Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach Optimization	2018-05-03	Paper
A note on optimal investment-consumption-insurance in a Lévy market Insurance Mathematics & Economics	2015-12-14	Paper

Research outcomes over time

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