Pages that link to "Item:Q1983698"
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The following pages link to Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698):
Displaying 4 items.
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- A framework for treating model uncertainty in the asset liability management problem (Q6102863) (← links)
