Stochastic optimal control of annuity contracts

Insurance: Mathematics and Economics

Volumn 33, Issue 2, 2003, Pages 227-238

  Devolder, Pierre ^a   Bosch Princep, Manuela ^b   Dominguez Fabian, Inmaculada ^c  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF BARCELONA   (Spain)

^c UNIVERSITY OF EXTREMADURA   (Spain)

Author keywords

Asset allocation; Asset and liability management; Optimal control

Indexed keywords

EID: 0242308145     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(03)00136-7     Document Type: Article

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