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Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model.

C. FrangosStavros A. ZeniosY. Yavin
Published in: Math. Comput. Model. (2004)
Keyphrases
  • computational model
  • mathematical model
  • experimental data
  • management system
  • parameter estimation
  • conceptual model
  • high level
  • objective function
  • statistical model