Optimal dynamic asset-liability management with stochastic interest rates and inflation risks
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Publication:1681707
DOI10.1016/j.chaos.2017.07.001zbMath1376.91152OpenAlexW2735594428MaRDI QIDQ1681707
Publication date: 24 November 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2017.07.001
asset-liability managementstochastic interest rateinflation riskexpected utility maximizationoptimal investment strategy
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