Hochreiter, Ronald. 2004. Optimal investment management for unit-linked life-insurance contracts with guarantees using scenario-based stochastic programming techniques. 10th International Conference on Stochastic Programming (SPX 2004), Tuscon, Arizona, Vereinigte Staaten/USA, October 2004.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Optimal investment management for unit-linked life-insurance contracts with guarantees using scenario-based stochastic programming techniques |
| Event | 10th International Conference on Stochastic Programming (SPX 2004) |
| Year | 2004 |
| Date | October 2004 |
| Country | United States/USA |
| Location | Tuscon, Arizona |
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- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)