Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092)
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scientific article; zbMATH DE number 7539730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model |
scientific article; zbMATH DE number 7539730 |
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Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (English)
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10 June 2022
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investment-consumption-insurance
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martingale
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power utility
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regime-switching
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self-exciting threshold model
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