Pages that link to "Item:Q2165793"
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The following pages link to Robust optimal asset-liability management with penalization on ambiguity (Q2165793):
Displayed 4 items.
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market (Q6089801) (← links)
- A framework for treating model uncertainty in the asset liability management problem (Q6102863) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)