Liability-driven investments of life insurers under investment credit risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Economics and Econometrics,Finance,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/s41283-019-00055-x.pdf
Reference16 articles.
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3. Bradley, S.P., and D.B. Crane. 1972. A Dynamic Model for Bond Portfolio Management Stephen P. Bradley. Management Science 19: 139–151.
4. Carayannopoulos, P., and M. Kalimipalli. 2003. Convertible Bonds and Pricing Biases. Journal of Fixed Income 13: 64–73.
5. Das, S., and R. Sundaram. 2007. An Integrated Model for Hybrid Securities. Management Science 53 (9): 1439–1451.
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