Pages that link to "Item:Q2445343"

The following pages link to Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (Q2445343):

Displaying 22 items.

• The effect of objective formulation on retirement decision making (Q495508) (← links)
• Stock return uncertainty and life insurance (Q782226) (← links)
• Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (Q1681187) (← links)
• Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (Q2116886) (← links)
• Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Optimal investment, consumption, and life insurance in an incomplete market (Q2816845) (← links)
• Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
• Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
• Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach (Q5063445) (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
• Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
• Weighted utility optimization of the participating endowment contract (Q5123189) (← links)
• REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
• Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
• Optimal investment, consumption and life insurance purchase with learning about return predictability (Q6193115) (← links)
• A life insurance model with asymmetric time preferences (Q6665585) (← links)