Optimal Deterministic Investment Strategies for Insurers
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- Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021. "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, vol. 73(C).
- Falkowski, Adrian & Słomiński, Leszek, 2021. "Mean reflected stochastic differential equations with two constraints," Stochastic Processes and their Applications, Elsevier, vol. 141(C), pages 172-196.
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Keywords
deterministic control problem; mean-variance; risk measure; Lévy process;All these keywords.
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