Pages that link to "Item:Q1096303"
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The following pages link to On the Fisher-Weil immunization theorem (Q1096303):
Displaying 14 items.
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Immunization of multiple liabilities (Q1116617) (← links)
- A note on Shiu-Fisher-Weil immunization theorem (Q1182771) (← links)
- Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
- A minimax risk strategy for portfolio immunization (Q1277813) (← links)
- A maxmin policy for bond management (Q1296370) (← links)
- Bond management and max-min optimal control. (Q1569221) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
- Optimal management of immunized portfolios (Q2323657) (← links)
- Actuarial applications of the linear hazard transform in mortality immunization (Q2445990) (← links)
- A short note on immunization (Q4395772) (← links)
- Cash Flow Matching (Q5029076) (← links)
- NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (Q5213443) (← links)
- Interest Rate Risk Management (Q5718251) (← links)
