Optimal management of immunized portfolios (Q2323657)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal management of immunized portfolios |
scientific article |
Statements
Optimal management of immunized portfolios (English)
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3 September 2019
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insurance companies
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immunization
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convexity
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Fong-Vasicek theorem
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efficient frontier
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