Pages that link to "Item:Q2238961"

The following pages link to Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961):

Displaying 8 items.

• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
• Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
• Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
• Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)