"Asset and liability modelling for participating policies with guarantees."

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios (2008)

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DOI: 10.1016/J.EJOR.2007.01.037

access: closed

type: Journal Article

metadata version: 2020-02-21

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Andrea Consiglio, Flavio Cocco, Stavros A. Zenios:
Asset and liability modelling for participating policies with guarantees. Eur. J. Oper. Res. 186(1): 380-404 (2008)

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