A note on Shiu-Fisher-Weil immunization theorem (Q1182771): Difference between revisions
From MaRDI portal
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
28 June 1992
0 references
immunization
0 references
interest rate shocks
0 references
value of the cash-flows
0 references
\(\alpha\)- convex functions
0 references