Pages that link to "Item:Q3395772"
From MaRDI portal
The following pages link to Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772):
Displaying 21 items.
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
- Household consumption, investment and life insurance (Q2276237) (← links)
- Health shock risk, critical illness insurance, and housing services (Q2306096) (← links)
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Q2347056) (← links)
- The policyholder's static and dynamic decision making of life insurance and pension payments (Q2511471) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods (Q2665843) (← links)
- Optimal investment, consumption, and life insurance in an incomplete market (Q2816845) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Life Insurance Purchasing to Maximize Utility of Household Consumption (Q5742639) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Solving life-cycle problems with biometric risk by artificial insurance markets (Q5865316) (← links)
- Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
- Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456) (← links)
- Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity (Q6607493) (← links)
- Mutual aid insurance with a three-state Markov chain (Q6632361) (← links)
- The role of health in consumption and portfolio decision-making: insights from state-dependent models (Q6653538) (← links)