Pages that link to "Item:Q1321221"
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The following pages link to Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221):
Displaying 8 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)