Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873)
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scientific article; zbMATH DE number 7431005
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| English | Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market |
scientific article; zbMATH DE number 7431005 |
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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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0.90748894
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0.9051857
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0.9008547
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0.8995742
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0.89779484
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0.8972584
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0.8966715
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0.89279616
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