Pages that link to "Item:Q659255"
From MaRDI portal
The following pages link to Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255):
Displaying 19 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
- Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
- Demand for non-life insurance under habit formation (Q2665839) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- Optimal investment strategies for an insurer with liquid constraint (Q6106187) (← links)