Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228)
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scientific article; zbMATH DE number 6976826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset–liability management in a Markov market with stochastic cash flows |
scientific article; zbMATH DE number 6976826 |
Statements
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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