Open AccessApplication of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk
Author(s) -
Obonye Doctor
Publication year - 2021
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2021.112008
Subject(s) - economics , martingale (probability theory) , bond , consumption (sociology) , isoelastic utility , stock (firearms) , life insurance , expected utility hypothesis , econometrics , microeconomics , mathematical economics , actuarial science , finance , mathematics , mechanical engineering , social science , sociology , engineering , statistics