Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model

C. Frangos, S. A. Zenios, Y. Yavin. Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model. Mathematical and Computer Modelling, 40(3-4):423-446, 2004. [doi]

Abstract

Abstract is missing.