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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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Published in: Insurance: Mathematics and Economics
ISSN: 0167-6687
Published: Elsevier BV 2021
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College: Faculty of Science and Engineering
Start Page: 508
End Page: 524