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A stochastic programming model for funding single premium deferred annuities · Study

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ArticleA stochastic programming model for funding single premium deferred annuities

Stavros A. Zenios1996

Article1996

A stochastic programming model for funding single premium deferred annuities

Stavros A. Zenios

45 citations·0/0 files stored·Mathematical Programming

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Risk and Portfolio Optimization Insurance and Financial Risk Management Stochastic processes and financial applications

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References

1960The financial analysts journal 1990A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options 1968Optimal Multiperiod Portfolio Policies 1986A Bank Asset and Liability Management Model 1992Stochastic Network Programming for Financial Planning Problems 1983The Handbook of Fixed Income Securities 1972A Dynamic Model for Bond Portfolio Management 1992Growth Versus Security in Dynamic Investment Analysis

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1999Portfolio optimization via stochastic programming: Methods of output analysis

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Year1996

Typearticle

Published1996-11-01

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations45

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/bf02592151

openalex_workW1968898523

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