Optimal investment-consumption and life insurance with capital constraints
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Publication:5085601
DOI10.1080/03610926.2018.1549246OpenAlexW2588257376MaRDI QIDQ5085601FDOQ5085601
Authors: Calisto Guambe, Rodwell Kufakunesu 
Publication date: 27 June 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.04613
incomplete marketjump-diffusionmartingale methodoptimal investment-consumption-insuranceoption based portfolio insurance
Cites Work
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Cited In (8)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts
- Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment
- An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems
- Optimal investment, consumption and life insurance under stochastic framework
- Capital requirements and optimal investment with solvency probability constraints
- Title not available (Why is that?)
- OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION
- Optimal investment, consumption-leisure, insurance and retirement choice
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