Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market |
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Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (English)
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16 August 2017
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asset-liability
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Markov regime-switching
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linear-quadratic control
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jump-diffusion process
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