Asset-liability management with state-dependent utility in the regime-switching market (Q6115891)
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scientific article; zbMATH DE number 7725438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset-liability management with state-dependent utility in the regime-switching market |
scientific article; zbMATH DE number 7725438 |
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Asset-liability management with state-dependent utility in the regime-switching market (English)
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10 August 2023
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asset-liability management
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dynamic programming
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regime switching
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state-dependent utility
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