On immunization, stop-loss order and the maximum Shiu measure.
From MaRDI portal
Publication:1413362
DOI10.1016/S0167-6687(02)00158-0zbMath1074.91016MaRDI QIDQ1413362
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
DurationStop-loss orderConvex order\(\alpha\)-Convex\(M\)-square indexFinancial immunizationFong--Vasicek conditionMAD indexMaximal boundsPartial cash flow matchingShiu decompositionShiu measure
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