Optimal investment-consumption-insurance with partial information
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Cites work
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- scientific article; zbMATH DE number 1517499 (Why is no real title available?)
- scientific article; zbMATH DE number 1546853 (Why is no real title available?)
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Cited in
(10)- scientific article; zbMATH DE number 7403683 (Why is no real title available?)
- A note on optimal investment-consumption-insurance in a Lévy market
- Expected utility maximization for an insurer with investment and risk control under inside information
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- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
- Optimal consumption-investment under partial information in conditionally log-Gaussian models
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach
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