A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees

A. Consiglio, A. Pecorella and Stavros Zenios

No 217, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Insurance; Asset & Liability Management; Geometric Programming (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:217

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