Asset and liability management under a continuous-time mean-variance optimization framework
| Year of publication: |
2006
|
|---|---|
| Authors: | Chiu, Mei Choi ; Li, Duan |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 39.2006, 3, p. 330-355
|
| Publisher: |
Elsevier |