Quadratic Optimization of Life Insurance Payment Streams

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Quadratic Optimization of Life Insurance Payment Streams. / Steffensen, Mogens.

In: ASTIN Bulletin - Actuarial Studies in non Life Insurance, Vol. 36, No. 1, 2006, p. 246-267.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Steffensen, M 2006, 'Quadratic Optimization of Life Insurance Payment Streams', ASTIN Bulletin - Actuarial Studies in non Life Insurance, vol. 36, no. 1, pp. 246-267.

APA

Steffensen, M. (2006). Quadratic Optimization of Life Insurance Payment Streams. ASTIN Bulletin - Actuarial Studies in non Life Insurance, 36(1), 246-267.

Vancouver

Steffensen M. Quadratic Optimization of Life Insurance Payment Streams. ASTIN Bulletin - Actuarial Studies in non Life Insurance. 2006;36(1):246-267.

Author

Steffensen, Mogens. / Quadratic Optimization of Life Insurance Payment Streams. In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 2006 ; Vol. 36, No. 1. pp. 246-267.

Bibtex

@article{63e199d06c3811dcbee902004c4f4f50,
title = "Quadratic Optimization of Life Insurance Payment Streams",
author = "Mogens Steffensen",
year = "2006",
language = "English",
volume = "36",
pages = "246--267",
journal = "ASTIN Bulletin: The Journal of the IAA",
issn = "0515-0361",
publisher = "Cambridge University Press",
number = "1",

}

RIS

TY - JOUR

T1 - Quadratic Optimization of Life Insurance Payment Streams

AU - Steffensen, Mogens

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 36

SP - 246

EP - 267

JO - ASTIN Bulletin: The Journal of the IAA

JF - ASTIN Bulletin: The Journal of the IAA

SN - 0515-0361

IS - 1

ER -

ID: 1120642