Pan, Jian; Hu, Shengzhou; Zhou, Xiangying Optimal investment strategy for asset-liability management under the Heston model. (English) Zbl 1422.91667 Optimization 68, No. 5, 895-920 (2019). MSC: 91G10 91B70 93E20 PDFBibTeX XMLCite \textit{J. Pan} et al., Optimization 68, No. 5, 895--920 (2019; Zbl 1422.91667) Full Text: DOI
Pan, Jian; Zhang, Zujin; Zhou, Xiangying Optimal dynamic mean-variance asset-liability management under the Heston model. (English) Zbl 1446.91077 Adv. Difference Equ. 2018, Paper No. 258, 16 p. (2018). MSC: 91G10 91G20 60H30 93E20 PDFBibTeX XMLCite \textit{J. Pan} et al., Adv. Difference Equ. 2018, Paper No. 258, 16 p. (2018; Zbl 1446.91077) Full Text: DOI
Pan, Jian; Xiao, Qingxian Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1411.91524 Math. Methods Oper. Res. 85, No. 3, 491-519 (2017). MSC: 91G10 91G30 90C39 PDFBibTeX XMLCite \textit{J. Pan} and \textit{Q. Xiao}, Math. Methods Oper. Res. 85, No. 3, 491--519 (2017; Zbl 1411.91524) Full Text: DOI