A note on Shiu-Fisher-Weil immunization theorem (Q1182771): Difference between revisions

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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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Latest revision as of 11:38, 30 July 2024

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A note on Shiu-Fisher-Weil immunization theorem
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    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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