Optimal asset allocation for a general portfolio of life insurance policies (Q659221): Difference between revisions

@@ Property / cites work @@
+Asset and liability management under a continuous-time mean-variance optimization framework
+Normal rank
@@ Property / cites work @@
+Q3944354
@@ Property / cites work: Q3944354 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic and numerical analysis of the optimal investment strategy for an insurer
+Normal rank
@@ Property / cites work @@
+On the control of defined-benefit pension plans
@@ Property / cites work: On the control of defined-benefit pension plans / rank @@
+Normal rank
@@ Property / cites work @@
+On the accumulated aggregate surplus of a life portfolio.
+Normal rank
@@ Property / cites work @@
+On life insurance reserves in a stochastic mortality and interest rates environment
+Normal rank
@@ Property / cites work @@
+Moments of the present value of a portfolio of policies
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of a portfolio of endowment insurance policies
+Normal rank
@@ Property / cites work @@
+Optimal investment for an insurer: the martingale approach
+Normal rank