A short note on immunization

DOI10.1007/BF02808305zbMath0898.62129MaRDI QIDQ4395772

Erhard Kremer

Publication date: 11 June 1998

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

immunisationGâteau-derivative

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• A note on immunization under a general stochastic equilibrium model of the term structure
• On the Fisher-Weil immunization theorem
• On Redington's theory of immunization

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