Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market |
scientific article; zbMATH DE number 6004714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market |
scientific article; zbMATH DE number 6004714 |
Statements
Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (English)
0 references
10 February 2012
0 references
investment
0 references
consumption-insurance model
0 references
incomplete markets
0 references
Lévy processes
0 references
martingale methods
0 references
utility maximization
0 references
0 references
0 references
0.9684869
0 references
0.93746436
0 references
0.92939997
0 references
0.9282552
0 references
0.92734176
0 references
0.9121387
0 references
0.91174996
0 references
0.90844786
0 references
