Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661)

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scientific article; zbMATH DE number 7511758
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Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model
scientific article; zbMATH DE number 7511758

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    Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (English)
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    22 April 2022
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