Calisto Guambe

Available identifiers

zbMath Open guambe.calistoMaRDI QIDQ896737

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6184949	2024-01-29	Paper
Stochastic differential game strategies in the presence of reinsurance and dividend payout	2023-03-29	Paper
On the sensitivity analysis of energy quanto options	2022-10-28	Paper
Optimal investment-consumption and life insurance with capital constraints	2022-06-27	Paper
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations	2022-05-30	Paper
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks	2022-05-23	Paper
Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model	2022-01-21	Paper
AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK	2021-08-24	Paper
Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach	2018-05-03	Paper
A note on optimal investment-consumption-insurance in a Lévy market	2015-12-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Calisto Guambe