Immunization Theory: An Actuarial Perspective on Asset-Liability Management

Author:

De Felice Massimo

Publisher

Springer Berlin Heidelberg

Reference37 articles.

1. Bierwang, G.O.: Duration analysis. Cambridge, Ballinger Publ. co. 1987

2. Bierwang, G.O., Kaufman, G.G., Toevs, A.: Recent developments in bond portfolio immunization strategies. In Kaufman, G.G., Bierwang, G.O., Toevs, A. (eds.): Inovations in bond portfolio management: duration analysis and immunization. London, JAI Press 1983 105–157

3. NBER Working Paper;Z Bodie,1989

4. Bodie, Z.: Pensions as Retirement Income Insurance. J. of Economic Literature 28 (1990) 28–49

5. Borch, K.: The optimal portfolio of assets in an insurance company. Trans, of the 18th International Congress of Actuaries (1968) vol. 3, 21–31

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. George Ross Goobey, Revolutionising Pension Fund Investment, 1947–1960;The Origins of Asset Management from 1700 to 1960;2017

2. Portfolio selection strategy for fixed income markets with immunization on average;Annals of Operations Research;2016-06-08

3. On immunization, stop-loss order and the maximum Shiu measure;Insurance: Mathematics and Economics;2002-12

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