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]
@article{FrangosZY04,
title = {Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model},
author = {C. Frangos and S. A. Zenios and Y. Yavin},
year = {2004},
doi = {10.1016/j.mcm.2003.07.013},
url = {http://dx.doi.org/10.1016/j.mcm.2003.07.013},
tags = {C++},
researchr = {https://researchr.org/publication/FrangosZY04},
cites = {0},
citedby = {0},
journal = {Mathematical and Computer Modelling},
volume = {40},
number = {3-4},
pages = {423-446},
}