Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility

Economics, Econometrics and Finance

• Cash Flow 100%
• Investment Strategies 100%
• Utility Function 100%
• Asset-Liability Management 100%
• Business Game 100%
• Volatility 50%
• Worst-Case Scenario 50%
• Stock Price 50%
• Risk Attitude 50%
• Nash Equilibrium 50%
• Differential Game 50%
• Zero-Coupon Bond 50%
• Interest Rate 50%

Computer Science

• Utility Function 100%
• Stochastic Differential 100%
• Decision-Making 50%
• Numerical Example 50%
• Function Value 50%
• closed-form expression 50%
• Problem Management 50%
• Nash Equilibrium 50%
• Probability Measure 50%
• Risk Preference 50%

Social Sciences

• Management Game 100%