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Immunization of multiple liabilities

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References

1952Review of the Principles of Life-office Valuations380 cited
2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*305 cited
1971Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies271 cited
1984A Risk Minimizing Strategy for Portfolio Immunization170 cited
1988Duration Analysis: Managing Interest Rate Risk.95 cited
1977Some Inequalities for Stop-Loss Premiums85 cited
1978Immunization under stochastic models of the term structure68 cited
1975A Unified Approach to Stochastic Dominance50 cited
1983Immunization Strategies for Funding Multiple Liabilities44 cited
1984A Risk Minimizing Strategy for Portfolio Immunization43 cited
1987On the Fisher-Weil immunization theorem40 cited

Cited by

2009Constrained smoothing -splines for the term structure of interest rates24 cited

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