Time-consistent mean-variance asset-liability management with random coefficients (Q1681089)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance asset-liability management with random coefficients |
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Time-consistent mean-variance asset-liability management with random coefficients (English)
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23 November 2017
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asset-liability management
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mean-variance
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equilibrium strategy
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time-inconsistent control problem
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stochastic interest rate
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