Pages that link to "Item:Q1423345"

The following pages link to A stability result for the HARA class with stochastic interest rates. (Q1423345):

Displaying 21 items.

• Generalized ordered weighted utility proportional averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making (Q298685) (← links)
• Generalized ordered weighted utility averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making (Q319061) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• Sup-convolutions of HARA utilities in the affine term structure (Q816443) (← links)
• Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
• Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
• Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
• An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• Do time preferences matter in intertemporal consumption and portfolio decisions? (Q2099002) (← links)
• Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
• Reference-dependent aggregation in multi-attribute group decision-making (Q2333485) (← links)
• Interval generalized ordered weighted utility multiple averaging operators and their applications to group decision-making (Q2333520) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
• Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)