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"An Asset Liability Management Model for Casualty Insurers: Complexity ..."

Alexei A. Gaivoronski, Petter E. de Lange (2000)

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DOI: 10.1023/A%3A1019223800849

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/GaivoronskiL00
Alexei A. Gaivoronski, Petter E. de Lange:
An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules. Ann. Oper. Res. 99(1-4): 227-250 (2000)

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