A framework for treating model uncertainty in the asset liability management problem (Q6102863): Difference between revisions

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Latest revision as of 19:28, 30 December 2024

scientific article; zbMATH DE number 7700970
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English
A framework for treating model uncertainty in the asset liability management problem
scientific article; zbMATH DE number 7700970

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    A framework for treating model uncertainty in the asset liability management problem (English)
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    23 June 2023
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    asset liability management
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    model uncertainty
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    multiple priors
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    robust decision making
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    Wasserstein barycenter
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