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Explicit solutions of optimal consumption, investment and insurance problems with regime switching

✍ Scribed by Zou, Bin; Cadenillas, Abel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

EXPLICIT SOLUTIONS OF CONSUMPTION-INVEST

✍ Luz Rocío Sotomayor; Abel Cadenillas 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Optimal Investment and Consumption with

✍ Liu, Ruihua 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 878 KB

Optimal proportional reinsurance and inv

✍ Chen, Ping; Yam, S.C.P. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 731 KB

A BSDE Approach to Optimal Investment of

✍ Siu, Tak Kuen 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 180 KB

Explicit solution of a general consumpti

✍ Suresh P. Sethi; Michael I. Taksar; Ernst L. Presman 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 966 KB

Two-stage optimal control problems with

✍ Ken Tomiyama; Robert J. Rossana 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 786 KB