Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic surplus optimization with performance- and index-linked liabilities |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic surplus optimization with performance- and index-linked liabilities |
scientific article |
Statements
Dynamic surplus optimization with performance- and index-linked liabilities (English)
0 references
9 January 2023
0 references
surplus optimization
0 references
asset-liability management
0 references
performance participation
0 references
stochastic liabilities
0 references
random utility
0 references
martingale method
0 references
0 references
