Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995)

From MaRDI portal
Revision as of 06:15, 21 March 2024 by Maintenance script (talk | contribs) (rollbackEdits.php mass rollback)
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
    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

    Identifiers