Dynamic asset liability management with tolerance for limited shortfalls
From MaRDI portal
Publication:2518531
DOI10.1016/j.insmatheco.2008.05.009zbMath1152.91501MaRDI QIDQ2518531
Marcel Rindisbacher, Jérôme B. Detemple
Publication date: 16 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.05.009
91G10: Portfolio theory
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