Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic asset-liability management with stochastic interest rates and inflation risks |
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Statements
Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (English)
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24 November 2017
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asset-liability management
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expected utility maximization
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stochastic interest rate
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inflation risk
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optimal investment strategy
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