Quotation 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.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

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

Associations

People
Hochreiter, Ronald (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Google Scholar: Search