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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.

AuthorKarl Schmedders, M. Adelmann, L. F. Arjona, J. Mayer
Date12 fév. 2016
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2727281

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