Jump-diffusion asset-liability management via risk-sensitive control (Q2516637)
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scientific article; zbMATH DE number 6469388
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| English | Jump-diffusion asset-liability management via risk-sensitive control |
scientific article; zbMATH DE number 6469388 |
Statements
Jump-diffusion asset-liability management via risk-sensitive control (English)
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3 August 2015
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asset-liability management
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risk-sensitive asset management
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risk-sensitive control
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classical solutions
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viscosity solutions
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jump-diffusion processes
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fund separation theorems
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0.8028563261032104
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0.799753725528717
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0.7966547012329102
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