Optimal management of life insurance household portfolios in the long run (PJO) |
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Volume 7
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Number 2
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pp. 197-219
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Optimal management of life insurance household portfolios in the long run |
G. Consigli, G. Iaquinta, V. Moriggia and M. di Tria |
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Key words |
Mathematices Subject Classification |
multistage stochastic programming, long term individual financial planning, asset-liability management, life insurance |
90C15 |
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Copyright© 2011 Yokohama Publishers |
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