Results 251 to 260 of about 9,018,066 (283)

Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model

Stochastic Models, 2022
Xiaowei Chen, Fuzhe Huang
exaly  

Dynamic asset-liability management problem in a continuous-time model with delay

International Journal of Control, 2022
Yang Shen, A Chunxiang
exaly  

Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option

Scandinavian Actuarial Journal, 2020
Xin Zhang, Zhongyang Sun, Kam Chuen Yuen   +2 more
exaly  

Time-consistent mean–variance asset–liability management with random coefficients

Insurance: Mathematics and Economics, 2017
Jiaqin Wei
exaly  

Scenario generation and stochastic programming models for asset liability management

European Journal of Operational Research, 2001
Roy Kouwenberg
exaly  

Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model

Insurance: Mathematics and Economics, 2008
George Yin, Ping Chen, Hailiang Yang
exaly  

Asset and liability management under a continuous-time mean–variance optimization framework

Insurance: Mathematics and Economics, 2006
Duan Li, Mei Choi Chiu
exaly  

Asset and Liability Management

2001
openaire   +1 more source

Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market

Journal of Systems Science and Complexity, 2011
Zhongfei Li
exaly  

Asset and Liability Management

2013
openaire   +1 more source