SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
12 references·0 citing·37 second hop
Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (2010)Optimal consumption, investment and insur…Optimal investment for an insurer: The martingale approach (2006)Optimal investment for an ins…Optimal insurance in a continuous-time model (2006)Optimal insurance in a contin…UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)UNCERTAINTY AND THE WELFARE E…Uncertainty and The Welfare Economics of Medical Care (2001)Uncertainty and The Welfare E…The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)The asymptotic elasticity of …Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Aspects of Rational Insurance Purchasing (1992)Aspects of Rational Insurance…Martingale and Duality Methods for Utility Maximization in an Incomplete Market (1991)Martingale and Duality Method…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Aspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…Essays in Positive Economics. (1954)The Strategy of Conflict (1960)Economic Welfare and the Allocation of Resources for Invention (1962)Chapter 11 The anatomy of health insurance (2000)Handbook of Health Economics (2001)Why Some Things Should Not Be for Sale (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)Martingales and arbitrage in multiperiod securities markets (1979)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)Strategic Asset Allocation (2002)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Exponential Hedging and Entropic Penalties (2002)Arbitrage Theory in Continuous Time (2004)Utility maximization in incomplete markets (2005)Brownian Motion and Stochastic Calculus (2007)Risk Aversion in the Small and in the Large (1964)Aspects of the Theory of Risk-Bearing. (1966)The Welfare Loss of Excess Health Insurance (1973)Risk Aversion in the Small and in the Large (1976)The Design of an Optimal Insurance Policy (1992)The Demand for Flood Insurance: Empirical Evidence (2000)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Convex Duality in Constrained Portfolio Optimization (1992)Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (1995)An Equilibrium Model with Restricted Stock Market Participation (1998)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)The Theory of Incentives: The Principal-Agent Model (2001)Information and the Change in the Paradigm in Economics (2002)Background Risk, Prudence, and the Demand for Insurance (1992)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,078 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
  • 2001Uncertainty and The Welfare Economics of Medical Care1,467 cited
  • 1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets948 cited
  • 1991Martingale and Duality Methods for Utility Maximization in an Incomplete Market797 cited
  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1992Aspects of Rational Insurance Purchasing609 cited
  • 2006Optimal investment for an insurer: The martingale approach101 cited
  • 2006Optimal insurance in a continuous-time model65 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work