The Russel-Yasuda Kasai Model: An Asset/ Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming.

Published in:

Interfaces, 1994, v. 24, n. 1, p. 29, doi. 10.1287/inte.24.1.29

By:

• Carino, David R.;
• Kent, Terry;
• Myers, David H.;
• Stacey, Celine;
• Sylvanus, Mike;
• Turner, Andrew L.;
• Watanabe, Kouji;
• Ziemba, William T.

Publication type:

Article