A note on Shiu-Fisher-Weil immunization theorem (Q1182771): Difference between revisions
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Property / author: Lorenzo A. Peccati / rank | |||
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Property / author: Lorenzo A. Peccati / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Lipschitz continuous policy functions for strongly concave optimization problems / rank | |||
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Property / cites work: Q5638112 / rank | |||
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Property / cites work: On the Fisher-Weil immunization theorem / rank | |||
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Property / cites work: Immunization of multiple liabilities / rank | |||
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Property / cites work: On Redington's theory of immunization / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0167-6687(91)90005-i / rank | |||
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Latest revision as of 11:38, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A note on Shiu-Fisher-Weil immunization theorem |
scientific article |
Statements
A note on Shiu-Fisher-Weil immunization theorem (English)
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28 June 1992
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immunization
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interest rate shocks
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value of the cash-flows
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\(\alpha\)- convex functions
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