Journal article 516 views
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Kob Liu,
Zhuo Jin,
Shuanming Li
Insurance: Mathematics and Economics, Volume: 101, Pages: 508 - 524
Swansea University Author: Kob Liu
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DOI (Published version): 10.1016/j.insmatheco.2021.09.004
Abstract
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
| Published in: | Insurance: Mathematics and Economics |
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| ISSN: | 0167-6687 |
| Published: |
Elsevier BV
2021
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa62809 |
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| College: |
Faculty of Science and Engineering |
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| Start Page: |
508 |
| End Page: |
524 |