Dynamic surplus optimization with performance- and index-linked liabilities
Crossref DOI link: https://doi.org/10.1007/s13385-021-00292-z
Published Online: 2021-08-24
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Desmettre, Sascha http://orcid.org/0000-0002-2084-9496
Wahl, Markus
Zagst, Rudi
Funding for this research was provided by:
Austrian Science Fund (F5507-N26)
Deutsche Forschungsgemeinschaft (RTG 1932)
Johannes Kepler University Linz
Text and Data Mining valid from 2021-08-24
Version of Record valid from 2021-08-24
Article History
Received: 21 May 2021
Accepted: 5 August 2021
First Online: 24 August 2021