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Exponential utility maximization for an insurer with time-inconsistent preferences. (2016). Wang, Rongming ; Zhao, Qian ; Wei, Jiaqin.
In: Insurance: Mathematics and Economics.
RePEc:eee:insuma:v:70:y:2016:i:c:p:89-104.

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  1. Do Time Preferences Matter in Intertemporal Consumption and Portfolio Decisions?. (2019). Hongbo, HE ; Shengpeng, Xiang ; Shou, Chen.
    In: The B.E. Journal of Theoretical Economics.
    RePEc:bpj:bejtec:v:19:y:2019:i:2:p:13:n:4.

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  2. Time-inconsistent consumption-investment problems in incomplete markets under general discount functions. (2019). Hamaguchi, Yushi.
    In: Papers.
    RePEc:arx:papers:1912.01281.

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  49. Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility. (2009). Wu, Rong ; Li, Jinzhu.
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  50. Ruin theory for classical risk process that is perturbed by diffusion with risky investments. (2009). Lin, Xiang.
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  51. Asset-Liability Management Under the Safety-First Principle. (2009). Li, D ; Chiu, M C.
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  52. ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN. (2006). Moore, Kristen S. ; Young, Virginia R. ; Milevsky, Moshe A..
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  53. Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. (2004). Taksar, Michael.
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  54. Enterprise security investment through time when facing different types of vulnerabilities. (). Boudriga, Noureddine ; Miaoui, Yosra.
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