A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854): Difference between revisions

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Property / cites work: Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets / rank
 
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Latest revision as of 08:40, 30 July 2024

scientific article; zbMATH DE number 2216234
Language Label Description Also known as
English
A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES
scientific article; zbMATH DE number 2216234

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    A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (English)
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    19 October 2005
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    portfolio optimization
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    asset-liability management
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    transaction costs
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