Calisto Guambe

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Person:896737

Available identifiers

zbMath Open guambe.calistoMaRDI QIDQ896737

List of research outcomes





PublicationDate of PublicationType
Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory2024-06-17Paper
https://portal.mardi4nfdi.de/entity/Q61849492024-01-29Paper
Stochastic differential game strategies in the presence of reinsurance and dividend payout2023-03-29Paper
On the sensitivity analysis of energy quanto options2022-10-28Paper
Optimal investment-consumption and life insurance with capital constraints2022-06-27Paper
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations2022-05-30Paper
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks2022-05-23Paper
Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model2022-01-21Paper
AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK2021-08-24Paper
Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach2018-05-03Paper
A note on optimal investment-consumption-insurance in a Lévy market2015-12-14Paper

Research outcomes over time

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