Optimal asset allocation for a general portfolio of life insurance policies

DOI10.1016/j.insmatheco.2009.10.002zbMath1231.91404OpenAlexW2002662674MaRDI QIDQ659221

Yung-Tsung Lee, Hong-Chih Huang

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.10.002

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

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Cites Work

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