Robust Optimal Asset Liability Management via Stochastic Control Theory

澳大利亚联邦和州政府直接或通过未来基金、国有保险公司和养老金计划等实体，对澳大利亚和国际投资市场有很强的敞口。此外，由非政府组织管理的澳大利亚个人养老金储蓄所代表的投资池也很可观。稳健和有效地管理这些资产，以满足这些基金未来的负债，对稳定的澳大利亚经济至关重要。这项研究有可能成为可靠投资管理的关键组成部分，有助于使澳大利亚成为重要的投资中心。

The Australian federal and state governments are strongly exposed to the Australian and international investment markets, either directly or through entities such as the Future Fund, state-owned insurers and superannuation schemes. Additionally, the investment pool represented by individual Australian's superannuation savings managed by non-government organisations is significant. Robust and effective management of these assets in order to meet future liabilities of these funds are essential to a stable Australian economy. This research has the potential to be a key component of reliable investment management, helping make Australia an important investment hub.