A note on Shiu-Fisher-Weil immunization theorem (Q1182771): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q184536
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Lorenzo A. Peccati / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lipschitz continuous policy functions for strongly concave optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5638112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Fisher-Weil immunization theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Immunization of multiple liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Redington's theory of immunization / rank
 
Normal rank

Revision as of 15:31, 15 May 2024

scientific article
Language Label Description Also known as
English
A note on Shiu-Fisher-Weil immunization theorem
scientific article

    Statements

    A note on Shiu-Fisher-Weil immunization theorem (English)
    0 references
    0 references
    0 references
    28 June 1992
    0 references
    0 references
    immunization
    0 references
    interest rate shocks
    0 references
    value of the cash-flows
    0 references
    \(\alpha\)- convex functions
    0 references