Journal article 372 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
Full text not available from this repository: check for access using links below.
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 |
|---|---|
| ISSN: | 0167-6687 |
| Published: |
Elsevier BV
2021
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa62809 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| College: |
Faculty of Science and Engineering |
|---|---|
| Start Page: |
508 |
| End Page: |
524 |