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- 1Economic Analysis
- 1Financial Crisis
- 1Hamilton-Jacobi-Bellman equations
- 1Optimal Consumption and Investment
- 1Optimal Insurance
- 1Regime Switching
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Spring 2015
Motivated by the financial crisis of 2007-2009 and the increasing demand for portfolio and risk management, we study optimal insurance and investment problems with regime switching in this thesis. We incorporate an insurable risk into the classical consumption and investment framework and...
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