The Russell-Yasuda Kasai Model: An Asset-Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
Year of publication: |
1994
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Authors: | Cariño, David R. ; Kent, Terry ; Myers, David H. ; Stacy, Celine ; Sylvanus, Mike ; Turner, Andrew L. ; Watanabe, Kouji ; Ziemba, William T. |
Published in: |
Interfaces : the INFORMS journal on the practice of operations research. - Linthicum, Md : INFORMS, ISSN 0092-2102, ZDB-ID 1207854. - Vol. 24.1994, 1, p. 29-49
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