Pages that link to "Item:Q5382938"
From MaRDI portal
The following pages link to Optimal investment strategy for asset-liability management under the Heston model (Q5382938):
Displayed 8 items.
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market (Q6089801) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)