Pages that link to "Item:Q4576957"
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The following pages link to Optimal investment-consumption-insurance with random parameters (Q4576957):
Displaying 32 items.
- 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)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Optimal saving under Poisson uncertainty (Q1306766) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (Q2116886) (← links)
- A solution method for heterogeneity involving present bias (Q2218886) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
- (Q3386111) (← links)
- Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772) (← links)
- (Q3461320) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← 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, consumption and life insurance under stochastic framework (Q5063650) (← links)
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- (Q5718847) (← 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 social welfare policy within financial and life insurance markets (Q6051204) (← links)
- Household investment-consumption-insurance policies under the age-dependent risk preferences (Q6076597) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
- Optimal investment, consumption and life insurance purchase with learning about return predictability (Q6193115) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
- Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity (Q6607493) (← links)