Time inconsistent asset-liability management with partial information (Q2189144)
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scientific article; zbMATH DE number 7211915
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | Time inconsistent asset-liability management with partial information |
scientific article; zbMATH DE number 7211915 |
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Time inconsistent asset-liability management with partial information (English)
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15 June 2020
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time inconsistency
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stochastic linear quadratic optimal control problem
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Kalman-Bucy filtering equation
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Riccati equation
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open-loop equilibrium premium strategy
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0.9097886
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0.8749734
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0.8641083
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0.8577282
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0.8571435
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0.85706687
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0.83924556
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0.8371053
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