Optimal dividends and ALM under unhedgeable risk (Q2015618): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:33, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal dividends and ALM under unhedgeable risk |
scientific article |
Statements
Optimal dividends and ALM under unhedgeable risk (English)
0 references
23 June 2014
0 references
optimal dividends
0 references
ALM
0 references
unhedgeable risk
0 references
stochastic control theory
0 references
HJB equation
0 references