Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market |
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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (English)
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19 November 2021
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dynamic programming
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mutual-exciting Hawkes process
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stochastic labor income
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portfolio allocation
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life insurance
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