Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990): Difference between revisions

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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
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+Asset and liability management under a continuous-time mean-variance optimization framework
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+Mean-variance asset-liability management with asset correlation risk and insurance liabilities
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+Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
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+The optimal mean variance problem with inflation
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+Continuous-time mean-variance asset-liability management with endogenous liabilities
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+Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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+Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate
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+Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market
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+Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
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+Optimal management and inflation protection for defined contribution pension plans
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+Optimal investment for a pension fund under inflation risk
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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