Optimal asset allocation for a general portfolio of life insurance policies
Year of publication: |
2010
|
---|---|
Authors: | Huang, Hong-chih ; Lee, Yung-tsung |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 2, p. 271-280
|
Subject: | Portfolio-Management | Portfolio selection | Lebensversicherung | Life insurance | Theorie | Theory |
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