Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset-liability management with asset correlation risk and insurance liabilities |
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Mean-variance asset-liability management with asset correlation risk and insurance liabilities (English)
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3 February 2015
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asset-liability management
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correlation risk
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Wishart process
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BSDE
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mean-variance criteria
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