Scenario optimization asset and liability modeling for endowments with guarantees
Year of publication: |
Dec. 2000 ; [Elektronische Ressource]
|
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Other Persons: | Consiglio, Andrea (contributor) ; Cocco, Flavio (contributor) ; Zenios, Stauros Andrea (contributor) |
Institutions: | The Wharton Financial Institutions Center (contributor) |
Publisher: |
[Philadelphia, Pa.] : Financial Inst. Center, Wharton School, Univ. of Pennsylvania |
Subject: | Bilanzstrukturmanagement | Asset-liability management | Versicherung | Insurance | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Schätzung | Estimation | Italien | Italy |
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