Asset and liability modelling for participating policies with guarantees

Andrea Consiglio (), Flavio Cocco and Stavros A. Zenios

European Journal of Operational Research, 2008, vol. 186, issue 1, pages 380-404

Date: 2008

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VCT ... 99c4a25f01196ee7a407
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Asset and Liability Modeling for Participating Policies with Guarantees (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:ejores:v:186:y:2008:i:1:p:380-404

Access Statistics for this article

European Journal of Operational Research is edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Series data maintained by Heidi Boesdal ().