Towards an immunization perfect model?
Author:
Affiliation:
1. Faculty of Economics and Business University of the Basque Country (UPV/EHU) Bilbao Spain
2. Finance and Accounting Department University of Málaga (UMA) Málaga Spain
Funder
Eusko Jaurlaritza
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1844
Reference58 articles.
1. Actuarial implications of dedicated pension fund;Bader L.;Transactions of the Society of Actuaries,1983
2. When can you immunize a bond portfolio?
3. Dispersion measures as immunization risk measures
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1. Optimal solution for immunizing arbitrarily scheduled multiple liabilities;Economics and the Mathematical Methods;2023
2. Sensitivity-Based Bond Portfolio Immunization with Nonparametric Term Structure Models;SSRN Electronic Journal;2022
3. Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits;Risks;2021-03-25
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