Similar Items: Optimal investment, consumption and life insurance in a Lévy market
- Stochastic optimal portfolios and life insurance problems in a Lévy market
- Simulation of asset prices using Lévy processes
- Pricing multi-asset options in exponential levy models
- Pricing discretely monitored barrier options under exponential-Levy processes
- Determinants of life insurance consumption: Evidence from Zambia
- Demand for non-life insurance: Evidence from select insurance markets in Africa
Similar Items: Stochastic optimal portfolios and life insurance problems in a Lévy market
- Optimal investment, consumption and life insurance in a Lévy market
- Stochastic time-changed Lévy processes with their implementation
- Investigating stochastic portfolio theory with applications to the South African equity market
- Statistical distributions in general insurance stochastic processes
- Portfolio optimization problems : a martingale and a convex duality approach
- Demand for non-life insurance: Evidence from select insurance markets in Africa