A new immunization inequality for random streams of assets, liabilities and interest rates

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Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Gajek, Lesław (VerfasserIn)
Weitere Verfasser: Krajewska, Elżbieta (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
Immunization > Asset-Liability Management > Interest rate risk > Vasicek's model > Merton's model > Aufsatz in Zeitschrift
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