Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk"
written by Obonye Doctor,
published by Journal of Mathematical Finance, Vol.11 No.2, 2021

has been cited by the following article(s):

[1]	Optimal investment–consumption–insurance strategy with inflation risk and stochastic income in an Itô–Lévy setting
	International Journal of Financial Engineering, 2024

[2]	State Dependence by Risk-Adjusted Utility
	Available at SSRN 4822947, 2024

[3]	Optimal Consumption, Investment, and Insurance Under State-Dependent Risk Aversion
	… , and Insurance Under State-Dependent Risk …, 2022

[4]	Optimal Investment-consumption-insurance strategy with inflation risk and stochastic income in an Ito-levy setting
	2021

[1]	Optimal investment–consumption–insurance strategy with inflation risk and stochastic income in an Itô–Lévy setting International Journal of Financial Engineering, 2024 DOI:10.1142/S2424786323500548

[2]	State Dependence by Risk-Adjusted Utility SSRN Electronic Journal, 2024 DOI:10.2139/ssrn.4822947

[3]	Optimal consumption, investment, and insurance under state-dependent risk aversion ASTIN Bulletin, 2023 DOI:10.1017/asb.2022.25

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