Mean-variance asset-liability management with asset correlation risk and insurance liabilities
From MaRDI portal
Publication:2514629
DOI10.1016/j.insmatheco.2014.10.003zbMath1306.91122OpenAlexW1977954009WikidataQ58980940 ScholiaQ58980940MaRDI QIDQ2514629
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.003
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