Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255)
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scientific article; zbMATH DE number 6004714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market |
scientific article; zbMATH DE number 6004714 |
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Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (English)
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10 February 2012
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investment
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consumption-insurance model
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incomplete markets
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Lévy processes
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martingale methods
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utility maximization
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0.9684869
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0.92939997
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0.9282552
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0.92734176
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0.9121387
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0.91174996
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0.90844786
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