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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
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Household lifetime strategies under a self-contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: European journal of operational research : EJOR 288 (2021) 3, pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
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Optimal dividend policy with self-exciting claims in the Gamma-Omega model
Liu, Guo; Jin, Zhuo; Li, Shuanming - In: Finance research letters 69 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015080983