"A Large-Scale Optimization Model for Replicating Portfolios in the Life ..."

Maximilian Adelmann et al. (2021)

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DOI: 10.1287/OPRE.2020.2098

access: closed

type: Journal Article

metadata version: 2021-09-16

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Maximilian Adelmann, Lucio Fernandez-Arjona, János Mayer, Karl Schmedders:
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry. Oper. Res. 69(4): 1134-1157 (2021)

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