Continuous-time mean–variance asset–liability management with endogenous liabilities
| Year of publication: |
2013
|
|---|---|
| Authors: | Yao, Haixiang ; Lai, Yongzeng ; Li, Yong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 1, p. 6-17
|