Strategic asset allocation for life insurers with stochastic liability (Q5230874)
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scientific article; zbMATH DE number 7099545
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| English | Strategic asset allocation for life insurers with stochastic liability |
scientific article; zbMATH DE number 7099545 |
Statements
29 August 2019
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optimal control problems involving partial differential equations
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stochastic dynamic programming
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utility theory
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insurance
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stochastic control
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PDE
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0.7659820318222046
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0.7466135621070862
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0.7420337200164795
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