Pages that link to "Item:Q2398579"
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The following pages link to Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579):
Displaying 8 items.
- Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
- Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
- Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
