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Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering

  • * Corresponding author: Linyi Qian

    * Corresponding author: Linyi Qian 

This work was supported by the Humanity and Social Science Youth Foundation of the Ministry of Education of China (18YJC910012), the National Natural Science Foundation of China (11771147, 12071147), "Shuguang Program" supported by Shanghai Education Development Foundation and Shanghai Municipal Education Commission(18SG25), the State Key Program of National Natural Science Foundation of China (71931004), the Discovery Early Career Researcher Award (DE200101266) of the Australian Research Council, the Zhejiang Provincial Natural Science Foundation of China (LY17G010003), the 111 Project(B14019), Ningbo City Natural Science Foundation (202003N4144) and the Humanity and Social Science Foundation of Ningbo University (XPYB19002)

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