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Stochastic asset allocation and reinsurance game under contagious claims

Kob Liu Orcid Logo, Guo Liu Orcid Logo, Zhuo Jin, Shuanming Li Orcid Logo, Jiannan Zhang Orcid Logo

Finance Research Letters, Volume: 49, Start page: 103123

Swansea University Author: Kob Liu Orcid Logo

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DOI (Published version): 10.1016/j.frl.2022.103123

Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2022
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa62810
first_indexed 2023-04-21T12:42:37Z
last_indexed 2024-11-15T18:00:19Z
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recordtype SURis
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spelling 2023-04-21T13:42:38.9765347 v2 62810 2023-03-06 Stochastic asset allocation and reinsurance game under contagious claims f3a9b352db430540db04208ab15e0e40 0000-0002-3072-0805 Kob Liu Kob Liu true false 2023-03-06 MACS Journal Article Finance Research Letters 49 103123 Elsevier BV 1544-6123 1 10 2022 2022-10-01 10.1016/j.frl.2022.103123 http://dx.doi.org/10.1016/j.frl.2022.103123 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2023-04-21T13:42:38.9765347 2023-03-06T16:29:37.9308689 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Kob Liu 0000-0002-3072-0805 1 Guo Liu 0000-0002-3072-0805 2 Zhuo Jin 3 Shuanming Li 0000-0003-4102-4618 4 Jiannan Zhang 0000-0002-5695-2452 5
title Stochastic asset allocation and reinsurance game under contagious claims
spellingShingle Stochastic asset allocation and reinsurance game under contagious claims
Kob Liu
title_short Stochastic asset allocation and reinsurance game under contagious claims
title_full Stochastic asset allocation and reinsurance game under contagious claims
title_fullStr Stochastic asset allocation and reinsurance game under contagious claims
title_full_unstemmed Stochastic asset allocation and reinsurance game under contagious claims
title_sort Stochastic asset allocation and reinsurance game under contagious claims
author_id_str_mv f3a9b352db430540db04208ab15e0e40
author_id_fullname_str_mv f3a9b352db430540db04208ab15e0e40_***_Kob Liu
author Kob Liu
author2 Kob Liu
Guo Liu
Zhuo Jin
Shuanming Li
Jiannan Zhang
format Journal article
container_title Finance Research Letters
container_volume 49
container_start_page 103123
publishDate 2022
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2022.103123
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.frl.2022.103123
document_store_str 0
active_str 0
published_date 2022-10-01T08:23:48Z
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score 11.048064

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