400
Views
22
CrossRef citations to date
0
Altmetric
Research Article

Dynamic asset-liability management problem in a continuous-time model with delay

, &
Pages 1315-1336 | Received 21 Apr 2020, Accepted 02 Nov 2020, Published online: 04 Dec 2020

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (1)

Yu Yuan & Hui Mi. (2023) Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market. International Journal of Control 96:12, pages 3083-3099.
Read now

Articles from other publishers (21)

Ning Wang & Yumo Zhang. (2024) Robust asset-liability management games for n players under multivariate stochastic covariance models. Insurance: Mathematics and Economics 117, pages 67-98.
Crossref
N. Rahimi & T. Binazadeh. (2024) Observer-Based Output Consensus of Multi-agent Systems with Input Delay Based on Model Predictive Control. Circuits, Systems, and Signal Processing.
Crossref
Ning Wang & Yumo Zhang. (2023) Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. Insurance: Mathematics and Economics 113, pages 251-273.
Crossref
Meng Yang, Hujun Li, Fangzhao Deng, Qinchen Yang, Ning Ba, Yunxia Guo, Haitao Wu, Muhammad Irfan & Yu Hao. (2023) Inclusivity between internet development and energy conservation in Henan, China. Energy Efficiency 16:6.
Crossref
Huaizhao Zhang, Jian Zhou & Hua He. (2023) Unleashing the nexus among urban land use, national physical health inputs and environment: an environmental sustainability paradigm. Environmental Science and Pollution Research 30:37, pages 87925-87937.
Crossref
Tingjin Yan, Jinhui Han, Guiyuan Ma & Chi Chung Siu. (2023) Dynamic asset-liability management with frictions. Insurance: Mathematics and Economics 111, pages 57-83.
Crossref
Pejman Peykani, Mostafa Sargolzaei, Mohammad Hashem Botshekan, Camelia Oprean-Stan & Amir Takaloo. (2023) Optimization of Asset and Liability Management of Banks with Minimum Possible Changes. Mathematics 11:12, pages 2761.
Crossref
Changjing Wei, Xuesen Cai & Xiaowei Song. (2023) Towards achieving the sustainable development goal 9: Analyzing the role of green innovation culture on market performance of Chinese SMEs. Frontiers in Psychology 13.
Crossref
Xiaoli Hao, Yuhong Li, Siyu Ren, Haitao Wu & Yu Hao. (2023) The role of digitalization on green economic growth: Does industrial structure optimization and green innovation matter?. Journal of Environmental Management 325, pages 116504.
Crossref
Alexey Chernov, Anna Flerova & Aleksandra Zhukova. 2023. Optimization and Applications. Optimization and Applications 235 250 .
Bohan Sun, Ruiqi Sun, Ke Gao, Yifan Zhang, Shuyue Wang & Puxian Bai. (2022) Analyzing the mechanism among rural financing constraint mitigation, agricultural development, and carbon emissions in China: A sustainable development paradigm. Energy & Environment, pages 0958305X2211434.
Crossref
Yongrong Xin, Xiyin Chang & Jianing Zhu. (2022) How does the digital economy affect energy efficiency? Empirical research on Chinese cities. Energy & Environment, pages 0958305X2211434.
Crossref
Xiaoxuan Lu & Keyuan Yan. (2022) Unleashing the dynamic and nonlinear relationship among new-type urbanization, foreign direct investment, and inclusive green growth in China: an environmental sustainability perspective. Environmental Science and Pollution Research 30:12, pages 33287-33297.
Crossref
Jianmin Liu, Yan Xue, Zehong Mao, Muhammad Irfan & Haitao Wu. (2022) How to improve total factor energy efficiency under climate change: does export sophistication matter?. Environmental Science and Pollution Research 30:10, pages 28162-28172.
Crossref
Pengzhen Liu, Xiaojing Meng, Yu Wang, Jing Guo & Fan Feng. (2022) Study of the spatial divergence features and motivating factors of energy green consumption levels in “2+26” cities. Environmental Science and Pollution Research 30:8, pages 19776-19789.
Crossref
Na Wei. (2022) Decreasing land use and increasing information infrastructure: Big data analytics driven integrated online learning framework in rural education. Frontiers in Environmental Science 10.
Crossref
Xingmin Zhang, Chang’an Wang, Xiaoqian Liu & Junqian Wu. (2022) Tax pressure, farmland management, and agricultural carbon abatement: Empirical evidence from tax-and-fees reform in rural China. Frontiers in Environmental Science 10.
Crossref
Ruigang Zhang, Runze Yang & Yu Huang. (2022) Does the marketization of land transfer have an impact on carbon emissions? Evidence from China. Frontiers in Environmental Science 10.
Crossref
Runze Yang & Ruigang Zhang. (2022) Environmental Pollution Liability Insurance and Corporate Performance: Evidence from China in the Perspective of Green Development. International Journal of Environmental Research and Public Health 19:19, pages 12089.
Crossref
Shuai Wang, Cunyi Yang & Zhenghui Li. (2022) Green Total Factor Productivity Growth: Policy-Guided or Market-Driven?. International Journal of Environmental Research and Public Health 19:17, pages 10471.
Crossref
Zhiyi Li, Mayila Tuerxun, Jianhong Cao, Min Fan & Cunyi Yang. (2022) Does inclusive finance improve income: A study in rural areas. AIMS Mathematics 7:12, pages 20909-20929.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.