A stochastic programming model for funding single premium deferred annuities

Mathematical Programming, Series B

Volumn 75, Issue 2, 1996, Pages 177-200

  Nielsen, Soren S ^a   Zenios, Stavros A ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Asset liability management; Insurance; Stochastic programming

Indexed keywords

EID: 0042540308     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02592151     Document Type: Article

References (25)

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