"Computation of feasible portfolio controlstrategies for an insurance ..."

C. Frangos, Stavros A. Zenios, Y. Yavin (2004)

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DOI: 10.1016/J.MCM.2003.07.013

access: open

type: Journal Article

metadata version: 2021-02-17

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C. Frangos, Stavros A. Zenios, Y. Yavin:
Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model. Math. Comput. Model. 40(3-4): 423-446 (2004)

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