Dynamic asset liability management with tolerance for limited shortfalls

DOI10.1016/j.insmatheco.2008.05.009zbMath1152.91501MaRDI QIDQ2518531

Marcel Rindisbacher, Jérôme B. Detemple

Publication date: 16 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.05.009

Mathematics Subject Classification ID

91G10: Portfolio theory

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