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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market

Kob Liu Orcid Logo, Zhuo Jin, Shuanming Li

Insurance: Mathematics and Economics, Volume: 101, Pages: 508 - 524

Swansea University Author: Kob Liu Orcid Logo

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DOI (Published version): 10.1016/j.insmatheco.2021.09.004

Published in: Insurance: Mathematics and Economics
ISSN: 0167-6687
Published: Elsevier BV 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa62809
first_indexed 2023-04-21T12:41:47Z
last_indexed 2024-11-15T18:00:19Z
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spelling 2024-04-09T13:30:21.2197792 v2 62809 2023-03-06 Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market f3a9b352db430540db04208ab15e0e40 0000-0002-3072-0805 Kob Liu Kob Liu true false 2023-03-06 MACS Journal Article Insurance: Mathematics and Economics 101 508 524 Elsevier BV 0167-6687 1 11 2021 2021-11-01 10.1016/j.insmatheco.2021.09.004 http://dx.doi.org/10.1016/j.insmatheco.2021.09.004 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2024-04-09T13:30:21.2197792 2023-03-06T16:28:45.0913855 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Kob Liu 0000-0002-3072-0805 1 Zhuo Jin 2 Shuanming Li 3
title Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
spellingShingle Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Kob Liu
title_short Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
title_full Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
title_fullStr Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
title_full_unstemmed Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
title_sort Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
author_id_str_mv f3a9b352db430540db04208ab15e0e40
author_id_fullname_str_mv f3a9b352db430540db04208ab15e0e40_***_Kob Liu
author Kob Liu
author2 Kob Liu
Zhuo Jin
Shuanming Li
format Journal article
container_title Insurance: Mathematics and Economics
container_volume 101
container_start_page 508
publishDate 2021
institution Swansea University
issn 0167-6687
doi_str_mv 10.1016/j.insmatheco.2021.09.004
publisher Elsevier BV
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://dx.doi.org/10.1016/j.insmatheco.2021.09.004
document_store_str 0
active_str 0
published_date 2021-11-01T08:23:48Z
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score 11.048064

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