Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic surplus optimization with performance- and index-linked liabilities |
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Dynamic surplus optimization with performance- and index-linked liabilities (English)
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9 January 2023
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surplus optimization
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asset-liability management
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performance participation
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stochastic liabilities
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random utility
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martingale method
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