Optimal investment and life insurance strategies under minimum and maximum constraints

Insurance: Mathematics and Economics

Volumn 43, Issue 1, 2008, Pages 15-28

  Nielsen, Peter Holm ^a   Steffensen, Mogens ^b  

^a PFA Pension   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Asset allocation; IB13; IE30; IE53; Life insurance; Optimization

Indexed keywords

EID: 47249085212     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.09.007     Document Type: Article

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