Pages that link to "Item:Q5071661"

The following pages link to Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661):

Displayed 2 items.

• A framework for treating model uncertainty in the asset liability management problem (Q6102863) ‎ (← links)
• Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) ‎ (← links)