id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-3478	Atkinson, Colin; Mokkhavesa, Sutee; Ingpochai, Pongsathorn	Strategic Asset Allocation for Life Insurers with Stochastic Liability	2019	22	.pdf	application/pdf	6502	286	76	Math, 12 (3) (2019), 1315-1336 1322 and −qwWσρ (γ − 1) + q2uL (γ − 1) = {c−m− rl} (W − L) (28) which can be rewritten as( σ2 (γ − 1) −qσρ (γ − 1) −qσρ (γ − 1) q2 (γ − 1) )( wW uL ) = ( − (α− ra) (W − L) {c−m− rl} (W − L) ) . (29) The equation (29) can then be solved to give wW = Q1 (W − L) (30) uL = Q2 (W − L) (31) where Q1 = − (α− ra) q2 + qσρ (c−m− rl) σ2q2 (γ − 1) (1− ρ2) (32) and Q2 = −qσρ (α− ra) + σ2 (c−m− rl) σ2q2 (γ − 1) (1− ρ2) .	cache/ejpam-3478.pdf	txt/ejpam-3478.txt