Asset and liability management for insurance products with minimum guarantees: The UK case

Journal of Banking and Finance

Volumn 30, Issue 2, 2006, Pages 645-667

  Consiglio, Andrea ^a   Saunders, David ^b   Zenios, Stavros A ^c  

^a UNIVERSITY OF PALERMO   (Italy)

^b UNIVERSITY OF WATERLOO   (Canada)

^c UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Insurance; Minimum guarantees; Portfolio optimization; Stochastic programming

Indexed keywords

EID: 33144475956     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.04.009     Document Type: Article

References (17)

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