Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (Q1764995)

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Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model
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    Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model (English)
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    22 February 2005
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    Feasible portfolio control
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    Dynamic financial analysis
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    Discrete time asset/liability models
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    Investment policies with a guaranteed minimum rate of return
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