Optimal dividends and ALM under unhedgeable risk (Q2015618): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2133048386 / rank | |||
Normal rank | |||
Revision as of 22:10, 19 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
