Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Jun Yu
| 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 | Markov-Kette | Markov chain | Theorie | Theory | Bilanzstrukturmanagement | Asset-liability management | Stochastischer Prozess | Stochastic process | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010511568