A framework for treating model uncertainty in the asset liability management problem (Q6102863)
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scientific article; zbMATH DE number 7700970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A framework for treating model uncertainty in the asset liability management problem |
scientific article; zbMATH DE number 7700970 |
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A framework for treating model uncertainty in the asset liability management problem (English)
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23 June 2023
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asset liability management
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model uncertainty
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multiple priors
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robust decision making
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Wasserstein barycenter
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