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Optimal management of immunized portfolios - MaRDI portal

Optimal management of immunized portfolios (Q2323657)

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scientific article
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Optimal management of immunized portfolios
scientific article

    Statements

    title
    Optimal management of immunized portfolios (English)
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    author
    Vieri Mosco
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    Riccardo Cesari
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    publication date
    3 September 2019
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    zbMATH Keywords
    insurance companies
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    immunization
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    convexity
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    Fong-Vasicek theorem
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    efficient frontier
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    Identifiers

    zbMATH DE Number
    7100715
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    OpenAlex ID
    W2807952779
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