Rodwell Kufakunesu

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Papers (7)

1. On the sensitivity analysis of energy quanto options q-fin.PR · 2018 · author #1
2. Optimal asset allocation for a DC plan with partial information under inflation and mortality risks q-fin.PM · 2018 · author #2
3. Optimal investment-consumption and life insurance with capital constraints q-fin.PM · 2018 · author #1
4. A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations q-fin.PM · 2018 · author #3
5. On the optimal investment-consumption and life insurance selection problem with an external stochastic factor q-fin.PM · 2018 · author #1
6. Risk-based optimal portfolio of an insurer with regime switching and noisy memory q-fin.PM · 2018 · author #1
7. Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach math.OC · 2017 · author #2

Mentions

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Frequent Coauthors

• Calisto Guambe 6 shared papers
• Lesedi Mabitsela 2 shared papers
• Conrad Beyers 1 shared papers
• Farai Mhlanga 1 shared papers
• Gusti van Zyl 1 shared papers