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On Redington's theory of immunization - MaRDI portal

On Redington's theory of immunization (Q2641055)

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English
On Redington's theory of immunization
scientific article

    Statements

    title
    On Redington's theory of immunization (English)
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    publication date
    1990
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    zbMATH Keywords
    term structure of interest rates
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    Redington's model of immunization
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    yield curves
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    interest rate shocks
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    single premium immediate annuity
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    duration-matching strategy
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    author
    Elias S. W. Shiu
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    cites work
    Q3314810
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    Q5534404
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    Identifiers

    zbMATH DE Number
    4189062
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    OpenAlex ID
    W2058132038
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