Pages that link to "Item:Q2489174"
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The following pages link to Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174):
Displaying 10 items.
- Resource-constrained management of heterogeneous assets with stochastic deterioration (Q1042122) (← links)
- Regularity properties of constrained set-valued mappings (Q1406781) (← links)
- Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995) (← links)
- A continuous-time version of a delegated asset management problem (Q2217060) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem (Q3117285) (← links)
- LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (Q5322081) (← links)
- On the surplus management of funds with assets and liabilities in presence of solvency requirements (Q6098034) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)