Calisto Guambe

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Papers (6)

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

Mentions

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Frequent Coauthors

• Rodwell Kufakunesu 6 shared papers
• Lesedi Mabitsela 2 shared papers
• Conrad Beyers 1 shared papers
• Gusti van Zyl 1 shared papers