Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034)
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 investment-consumption strategy with liability and regime switching model under value-at-risk constraint |
scientific article; zbMATH DE number 7048823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint |
scientific article; zbMATH DE number 7048823 |
Statements
Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (English)
0 references
29 April 2019
0 references
regime-switching model
0 references
investment-consumption
0 references
asset-liability management
0 references
Hamilton-Jacobi-Bellman equation
0 references
value-at-risk
0 references
0 references
0 references
