Optimal investment-consumption-insurance with partial information
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- Optimal consumption and investment under partial information
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- Expected utility maximization for an insurer with investment and risk control under inside information
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- Optimal investment, consumption and life insurance purchase with learning about return predictability
- A long-term optimal consumption and investment problem with partial information
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
- A note on optimal investment-consumption-insurance in a Lévy market
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