Recommendations
- scientific article; zbMATH DE number 762930
- Assets/liabilities portfolio immunization as an optimization problem
- scientific article; zbMATH DE number 802755
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- Risk avoidance under limited liability
- Risk-minimization for life insurance liabilities
- Risk-minimization for life insurance liabilities
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Cited in
(19)- Optimal management of immunized portfolios
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- A note on Shiu-Fisher-Weil immunization theorem
- Immunization of investments with partially negative cash-flows
- A minimax risk strategy for portfolio immunization
- A note on Shiu's immunization results
- On Redington's theory of immunization
- About a duration index for life insurance contracts
- Assets/liabilities portfolio immunization as an optimization problem
- Risk avoidance under limited liability
- Actuarial applications of the linear hazard transform in mortality immunization
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- Constrained smoothing \(B\)-splines for the term structure of interest rates
- Duration gap with multiple liabilities for nonparallel shifts
- Portfolio immunization under cone restrictions
- Cash flow matching: a risk management approach
- Interest and mortality randomness in some annuities
- On the mortality/longevity risk hedging with mortality immunization
- Interest Rate Risk Management
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