Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995)
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scientific article; zbMATH DE number 2137088
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| English | Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model |
scientific article; zbMATH DE number 2137088 |
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Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (English)
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22 February 2005
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Feasible portfolio control
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Dynamic financial analysis
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Discrete time asset/liability models
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Investment policies with a guaranteed minimum rate of return
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0.7631767392158508
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0.7601466774940491
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0.759517252445221
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0.7543995976448059
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0.7334158420562744
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