Pages that link to "Item:Q931178"

The following pages link to Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178):

Displaying 37 items.

• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
• Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
• Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
• Optimal dynamic mean-variance asset-liability management under the Heston model (Q1712605) (← links)
• A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
• Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
• Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems (Q1788513) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
• Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
• Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
• Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
• Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
• Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
• Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
• Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
• Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
• Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
• Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Dynamic asset-liability management with frictions (Q6171945) (← links)