Asset allocation strategies in the presence of liability constraints

Christian Yann Robert, Areski Cousin (), Ying Jiao () and Olivier Zerbib
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Christian Yann Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Areski Cousin: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Ying Jiao: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2016-09
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Published in Insurance: Mathematics and Economics, 2016, 70, pp.327-338

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Journal Article: Asset allocation strategies in the presence of liability constraints (2016)
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