A new immunization inequality for random streams of assets, liabilities and interest rates
Lesław Gajek; Elżbieta Krajewska
| Year of publication: |
2013
|
|---|---|
| Authors: | Gajek, Lesław ; Krajewska, Elżbieta |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 624-631
|
| Subject: | Immunization | Asset-Liability Management | Interest rate risk | Vasicek's model | Merton's model | Theorie | Theory | Portfolio-Management | Portfolio selection | Zinsrisiko | Zins | Interest rate | Zinsstruktur | Yield curve | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227919