Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:36, 5 March 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