MIN-MAD life: A multi-period optimization model for life insurance company investment decisions (Q1838809)

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scientific article; zbMATH DE number 3806796
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English
MIN-MAD life: A multi-period optimization model for life insurance company investment decisions
scientific article; zbMATH DE number 3806796

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    MIN-MAD life: A multi-period optimization model for life insurance company investment decisions (English)
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    1983
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    MIN-MAD life model
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    life insurance
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    investments
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    asset management
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    portfolio theory
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    optimization
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    multiperiod planning-horizon
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    mean absolute deviation
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