Stochastic programming models for strategic and tactical asset allocation : a study from Norwegian life insurance
Year of publication: |
2007
|
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Authors: | Høyland, Kjetil ; Wallace, Stein W. |
Published in: |
Applications and case studies. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-50875-9. - 2007, p. 591-625
|
Subject: | Portfolio-Management | Portfolio selection | Norwegen | Norway | Lebensversicherung | Life insurance | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
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