RecordNumber
188
Author
Mei Choi Chiu, Duan Li
Title of Article
Asset and liability management under a continuous-time mean–variance optimization framework
Title Of Journal
Insurance: Mathematics and Economics
PublishInfo
Science direct
Publication Year
2006
Volum
39
Page
330–355
Notes
براي دانلود و مشاهده مقاله به قسمت لينكهاي مرتبط مراجعه نماييد
Abstract
Asset and liability (AL) management under the mean–variance criteria refers to an optimization problem that maximizes the expected final surplus subject to a given variance of the final surplus or, equivalently, minimizes the variance of the final surplus subject to a given expected final surplus
URL
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