On immunization, stop-loss order and the maximum Shiu measure. (Q1413362)
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scientific article; zbMATH DE number 2004056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On immunization, stop-loss order and the maximum Shiu measure. |
scientific article; zbMATH DE number 2004056 |
Statements
On immunization, stop-loss order and the maximum Shiu measure. (English)
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16 November 2003
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Financial immunization
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Partial cash flow matching
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Duration
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\(M\)-square index
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MAD index
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Fong--Vasicek condition
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Shiu decomposition
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Shiu measure
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Stop-loss order
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Convex order
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\(\alpha\)-Convex
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Maximal bounds
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