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Stochastic asset allocation and reinsurance game under contagious claims

Kob Liu, 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

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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
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first_indexed 2023-04-21T12:42:37Z
last_indexed 2023-04-21T12:42:37Z
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spelling v2 62810 2023-03-06 Stochastic asset allocation and reinsurance game under contagious claims f3a9b352db430540db04208ab15e0e40 Kob Liu Kob Liu true false 2023-03-06 SMA 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 COLLEGE CODE SMA 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 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
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published_date 2022-10-01T13:42:37Z
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