Optimal management of immunized portfolios (Q2323657)
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scientific article; zbMATH DE number 7100715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal management of immunized portfolios |
scientific article; zbMATH DE number 7100715 |
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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0.8388541340827942
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0.7953947186470032
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0.7879021167755127
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