Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1016/j.mcm.2003.07.013 / rank
Normal rank
 
Property / cites work
 
Property / cites work: An approach to nonlinear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computation of feasible command strategies for the navigation of a ship in a narrow zigzag channel / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feasible Controller Design for Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Open loop strategies for the control of a disk rolling on a horizontal plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulation of the Russell-Yasuda Kasai Financial Planning Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4251860 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4251870 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.MCM.2003.07.013 / rank
 
Normal rank

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
    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

    Identifiers