Spectral decomposition of optimal asset-liability management
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Publication:2271663
DOI10.1016/j.jedc.2008.09.002zbMath1170.91376OpenAlexW2155200271MaRDI QIDQ2271663
Marc Decamps, Ann De Schepper, Marc J. Goovaerts
Publication date: 7 August 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.09.002
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS ⋮ On the surplus management of funds with assets and liabilities in presence of solvency requirements ⋮ Singular stochastic control model for algae growth management in dam downstream
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