Axiom of solvency and portfolio immunization under random interest rates (Q882857)

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scientific article; zbMATH DE number 5156966
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Axiom of solvency and portfolio immunization under random interest rates
scientific article; zbMATH DE number 5156966

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    Axiom of solvency and portfolio immunization under random interest rates (English)
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    24 May 2007
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    Immunization
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    Axiom of solvency
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    Asset-liability management
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    Interest rate risk
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