Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873)

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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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