Robust optimal asset-liability management with penalization on ambiguity (Q2165793): Difference between revisions

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-Y. Yuan
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+Y. Yuan
@@ Property / author: Y. Yuan / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2021121
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@@ Property / OpenAlex ID @@
+W3179938288
@@ Property / OpenAlex ID: W3179938288 / rank @@
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@@ Property / cites work @@
+Asset and liability management under a continuous-time mean-variance optimization framework
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+Mean-variance asset-liability management: cointegrated assets and insurance liability
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