Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market |
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Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (English)
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10 February 2012
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investment
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consumption-insurance model
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incomplete markets
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Lévy processes
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martingale methods
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utility maximization
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