MIN-MAD life: A multi-period optimization model for life insurance company investment decisions-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

MIN-MAD life: A multi-period optimization model for life insurance company investment decisions

Published:1983-04 Issue:2 Volume:2 Page:91-102
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Brodt Abraham I.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference19 articles.

1. A dynamic balance sheet management model for a Canadian chartered bank;Brodt;J. Banking and Finance,1978

2. A multi-period portfolio theory model for commercial bank management;Brodt,1979

3. Managing bond portfolios, Financial Research Foundation of Canada;Brodt,1979

4. Investment Activities of Life Insurance Companies,1977

5. Additional comments;Cummins;J. Risk and Insurance,1972

Cited by 5 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. The nested Sinkhorn divergence to learn the nested distance;Computational Management Science;2021-09-27

2. A Distance For Multistage Stochastic Optimization Models;SIAM Journal on Optimization;2012-01

3. Operational research and insurance;European Journal of Operational Research;1991-11

4. Operational research and insurance;European Journal of Operational Research;1991-05

5. Applications of Operations-Research Techniques in Insurance;Insurance and Risk Theory;1986

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP