A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854)
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scientific article; zbMATH DE number 2216234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES |
scientific article; zbMATH DE number 2216234 |
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A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (English)
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19 October 2005
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portfolio optimization
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asset-liability management
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transaction costs
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