Optimal investment, consumption-leisure, insurance and retirement choice
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Cites work
- scientific article; zbMATH DE number 4010171 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
- Applied stochastic control of jump diffusions.
- Behavior Towards Risk with Many Commodities
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
- Convex duality in constrained portfolio optimization
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
- ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES
- Lifetime consumption and investment: retirement and constrained borrowing
- Martingale and Duality Methods for Utility Maximization in an Incomplete Market
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
- Optimal consumption-portfolio choices and retirement planning
- Optimal insurance demand under marked point processes shocks.
- Optimal insurance in a continuous-time model
- Optimal portfolio allocation with higher moments
- Second-Best Insurance Contract Design in an Incomplete Market
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets
- Utility Maximization with Discretionary Stopping
Cited in
(11)- Optimal consumption-portfolio choices and retirement planning
- Demand for non-life insurance under habit formation
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
- Optimal consumption, investment and housing with means-tested public pension in retirement
- CARA UTILITY AND OPTIMAL RETIREMENT
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal retirement products under subjective mortality beliefs
- scientific article; zbMATH DE number 7235216 (Why is no real title available?)
- Editorial to the special issue on behavioral insurance: mathematics and economics
- Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process
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