A note on optimal investment-consumption-insurance in a Lévy market
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Publication:896739
DOI10.1016/j.insmatheco.2015.07.008zbMath1348.91253OpenAlexW1927240457MaRDI QIDQ896739
Calisto Guambe, Rodwell Kufakunesu
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.07.008
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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