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Contribution Details

Type Conference Presentation
Scope Contributions to practice
Title A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
Organization Unit
Authors
  • Maximilian Adelmann
  • János Mayer
  • Karl Schmedders
Presentation Type paper
Item Subtype Original Work
Refereed No
Status Published electronically before print/final form (Epub ahead of print)
Language
  • English
Event Title EURO 2015
Event Type conference
Event Location University of Strathclyde - Glasgow
Event Start Date July 12 - 2015
Event End Date July 15 - 2015
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