Continuous-time dynamic programming for ALM with Risk averse loss functions

Research output: Chapter in Book / Report / Conference proceedingConference contributionProfessional

Original languageEnglish
Title of host publicationProceedings of the 9th International AFIR Colloquium 1999
Place of PublicationTokyo
PublisherThe Institute of Actuaries of Japan
Pages183-194
Publication statusPublished - 1999
EventConferentie - Tokyo
Duration: 1 Jan 19991 Jan 1999

Conference

ConferenceConferentie
Period1/01/991/01/99

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