Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995): Difference between revisions
From MaRDI portal
Latest revision as of 09:36, 11 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model |
scientific article |
Statements
Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (English)
0 references
22 February 2005
0 references
Feasible portfolio control
0 references
Dynamic financial analysis
0 references
Discrete time asset/liability models
0 references
Investment policies with a guaranteed minimum rate of return
0 references
0 references