Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228): Difference between revisions

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Latest revision as of 09:06, 17 July 2024

scientific article; zbMATH DE number 6976826
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English
Dynamic asset–liability management in a Markov market with stochastic cash flows
scientific article; zbMATH DE number 6976826

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    Dynamic asset–liability management in a Markov market with stochastic cash flows (English)
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    13 November 2018
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    stochastic cash flow
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    asset-liability management
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    multi-period mean-variance model
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    Markov regime-switching
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    efficient investment strategy
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