“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 (Q5715941)
From MaRDI portal
scientific article; zbMATH DE number 2243763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 |
scientific article; zbMATH DE number 2243763 |
Statements
“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 (English)
0 references
5 January 2006
0 references
