Minimum probability function of crossing the upper regulatory threshold for asset-liability management
From MaRDI portal
Publication:5079153
Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- A geometric approach to multiperiod mean variance optimization of assets and liabilities
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
- Asset and liability management under a continuous-time mean-variance optimization framework
- Dynamic asset liability management with tolerance for limited shortfalls
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
- Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach
- Mean-variance asset-liability management under constant elasticity of variance process
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities
- Minimizing the probability of ruin: optimal per-loss reinsurance
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- Optimal non-proportional reinsurance control
- Optimal pension management in a stochastic framework.
- Stochastic control problems where small intervention costs have big effects
This page was built for publication: Minimum probability function of crossing the upper regulatory threshold for asset-liability management
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079153)
