Pages that link to "Item:Q2273975"
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The following pages link to Optimal consumption and investment with insurer default risk (Q2273975):
Displaying 12 items.
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- Household utility maximization with life insurance: a CES utility case (Q2024613) (← links)
- Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155) (← links)
- Optimal investment and pricing in the presence of defaults (Q5109977) (← links)
- Household investment-consumption-insurance policies under the age-dependent risk preferences (Q6076597) (← links)
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare (Q6102867) (← links)
- Optimal reinsurance with a systemic surplus shock (Q6665054) (← links)