Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255)

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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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