Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707)
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scientific article; zbMATH DE number 6812393
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| English | Optimal dynamic asset-liability management with stochastic interest rates and inflation risks |
scientific article; zbMATH DE number 6812393 |
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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0.965524435043335
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0.882421612739563
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0.8790246844291687
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0.8743850588798523
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0.8393652439117432
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