Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal dynamic asset-liability management with stochastic interest rates and inflation risks |
scientific article; zbMATH DE number 6812393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic asset-liability management with stochastic interest rates and inflation risks |
scientific article; zbMATH DE number 6812393 |
Statements
Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (English)
0 references
24 November 2017
0 references
asset-liability management
0 references
expected utility maximization
0 references
stochastic interest rate
0 references
inflation risk
0 references
optimal investment strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
