On immunization, stop-loss order and the maximum Shiu measure. (Q1413362)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On immunization, stop-loss order and the maximum Shiu measure. |
scientific article |
Statements
On immunization, stop-loss order and the maximum Shiu measure. (English)
0 references
16 November 2003
0 references
Financial immunization
0 references
Partial cash flow matching
0 references
Duration
0 references
\(M\)-square index
0 references
MAD index
0 references
Fong--Vasicek condition
0 references
Shiu decomposition
0 references
Shiu measure
0 references
Stop-loss order
0 references
Convex order
0 references
\(\alpha\)-Convex
0 references
Maximal bounds
0 references