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N°16-04: A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry, M. Adelmann, L. F. Arjona, J. Mayer, and K. Schmedders, 2016.

N°16-04: A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry, M. Adelmann, L. F. Arjona, J. Mayer, and K. Schmedders, 2016.

AutorKarl Schmedders, M. Adelmann, L. F. Arjona, J. Mayer
Datum12. Feb. 2016
KategorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2727281

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