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Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model

dc.contributor.authorFrangos, C.en
dc.contributor.authorZenios, Stavros A.en
dc.contributor.authorYavin, Y.en
dc.creatorFrangos, C.en
dc.creatorZenios, Stavros A.en
dc.creatorYavin, Y.en
dc.date.accessioned2019-04-24T06:29:34Z
dc.date.available2019-04-24T06:29:34Z
dc.date.issued2004
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/46814en
dc.language.isoengen
dc.sourceMathematical and Computer Modellingen
dc.source.urihttps://ac.els-cdn.com/S0895717704802723/1-s2.0-S0895717704802723-main.pdf?_tid=714109c0-a374-11e7-ad26-00000aab0f27&acdnat=1506510797_b10e1578eeb2102a3043785d90f12eaf
dc.titleComputation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability modelen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1016/j.mcm.2003.07.013
dc.description.volume40
dc.description.startingpage423
dc.description.endingpage446
dc.author.facultyΣχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
dc.author.departmentΤμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance
dc.type.uhtypeArticleen
dc.contributor.orcidZenios, Stavros A. [0000-0001-7576-4898]
dc.description.totalnumpages423-446
dc.gnosis.orcid0000-0001-7576-4898


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