Optimal investment-consumption and life insurance with capital constraints

DOI10.1080/03610926.2018.1549246OpenAlexW2588257376MaRDI QIDQ5085601

Rodwell Kufakunesu, Calisto Guambe

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04613

zbMATH Keywords

incomplete marketjump-diffusionmartingale methodoptimal investment-consumption-insuranceoption based portfolio insurance

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Cites Work

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