Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.chaos.2017.07.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2735594428
@@ Property / OpenAlex ID: W2735594428 / rank @@
+Normal rank
@@ Property / cites work @@
+A geometric approach to multiperiod mean variance optimization of assets and liabilities
+Normal rank
@@ Property / cites work @@
+Asset and liability management under a continuous-time mean-variance optimization framework
+Normal rank
@@ Property / cites work @@
+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
+Normal rank
@@ Property / cites work @@
+A class of continuous-time portfolio selection with liability under jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Mean-variance asset-liability management with asset correlation risk and insurance liabilities
+Normal rank
@@ Property / cites work @@
+Asset-liability management under the safety-first principle
+Normal rank
@@ Property / cites work @@
+Q5844986
@@ Property / cites work: Q5844986 / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal surplus management
@@ Property / cites work: Intertemporal surplus management / rank @@
+Normal rank
@@ Property / cites work @@
+Strategic asset allocation with liabilities: beyond stocks and bonds
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurers with the extended CIR interest rate model
+Normal rank
@@ Property / cites work @@
+Optimal pension management in a stochastic framework.
+Normal rank
@@ Property / cites work @@
+On ``optimal pension management in a stochastic framework'' with exponential utility
+Normal rank
@@ Property / cites work @@
+Optimal asset allocation for DC pension plans under inflation
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
+Normal rank
@@ Property / cites work @@
+Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
+Normal rank
@@ Property / cites work @@
+Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate
+Normal rank
@@ Property / cites work @@
+Optimal mean-variance efficiency of a family with life insurance under inflation risk
+Normal rank
@@ Property / cites work @@
+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
+Normal rank
@@ Property / cites work @@
+Optimal management and inflation protection for defined contribution pension plans
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q5189317
@@ Property / cites work: Q5189317 / rank @@
+Normal rank
@@ Property / cites work @@
+Role of noise in a market model with stochastic volatility
+Normal rank