Jump-diffusion asset-liability management via risk-sensitive control (Q2516637)

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Jump-diffusion asset-liability management via risk-sensitive control
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    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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