Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Year of publication: |
2014
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Authors: | Yu, Jun |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 21.2014, 4, p. 317-330
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Subject: | Asset-liability | Markov regime-switching | Linear-quadratic control | Jump-diffusion process | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
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