Pages that link to "Item:Q5071661"
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The following pages link to Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661):
Displaying 3 items.
- A framework for treating model uncertainty in the asset liability management problem (Q6102863) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)