-
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
,/DL/Data Entry/DataEntryForm/EnterDocInfo.aspx,/DL/Data Entry/NewEdit/Documents/Math_English_Electronic_Articles_EditDoc_925.aspx
-
Link To Document :
