Stochastic optimal control of annuity contracts. (Q1423354)

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Stochastic optimal control of annuity contracts.
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    Statements

    title
    Stochastic optimal control of annuity contracts. (English)
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    publication date
    14 February 2004
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    zbMATH Keywords
    asset allocation
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    optimal control
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    asset and liability management
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    93E20
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    zbMATH DE Number
    2041768
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