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2016-10-14
SSHRC Awarded IG 2017: The 2007-2009 financial crises, government debt crises in USA and EU have motivated investigation into the following six topics: 1) optimal investment, liability ratio and dividend policies when the external risk is negatively correlated with returns in the financial...
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Spring 2015
Motivated by the financial crisis of 2007-2009 and the increasing demand for portfolio and risk management, we study optimal insurance and investment problems with regime switching in this thesis. We incorporate an insurable risk into the classical consumption and investment framework and...