Robust optimal asset-liability management with mispricing and stochastic factor market dynamics

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Wang, Ning (VerfasserIn)
Weitere Verfasser:	Zhang, Yumo (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2023
Schlagworte:	Asset-liability management > Backward stochastic differential equation > Mispricing > Model ambiguity > Stochastic factor > Aufsatz in Zeitschrift
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