Frangos, C.; Zenios, S. A.; Yavin, Y. Computation of feasible portfolio control strategies for an insurance company using a discrete time asset/liability model. (English) Zbl 1112.91034 Math. Comput. Modelling 40, No. 3-4, 423-446 (2004). MSC: 91B28 90C90 91B30 PDF BibTeX XML Cite \textit{C. Frangos} et al., Math. Comput. Modelling 40, No. 3--4, 423--446 (2004; Zbl 1112.91034) Full Text: DOI OpenURL
Miltersen, Kristian R.; Persson, Svein-Arne Guaranteed investment contracts: distributed and undistributed excess return. (English) Zbl 1092.91053 Scand. Actuar. J. 2003, No. 4, 257-279 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 91B28 62P05 60J65 62E10 PDF BibTeX XML Cite \textit{K. R. Miltersen} and \textit{S.-A. Persson}, Scand. Actuar. J. 2003, No. 4, 257--279 (2003; Zbl 1092.91053) Full Text: DOI Link OpenURL
Hansen, Mette; Miltersen, Kristian R. Minimum rate of return guarantees: the Danish case. (English) Zbl 1039.91040 Scand. Actuar. J. 2002, No. 4, 280-318 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Hansen} and \textit{K. R. Miltersen}, Scand. Actuar. J. 2002, No. 4, 280--318 (2002; Zbl 1039.91040) Full Text: DOI OpenURL
Christensen, Peter W. A nonsmooth Newton method for elastoplastic problems. (English) Zbl 1021.74049 Comput. Methods Appl. Mech. Eng. 191, No. 11-12, 1189-1219 (2002). MSC: 74S30 74C05 PDF BibTeX XML Cite \textit{P. W. Christensen}, Comput. Methods Appl. Mech. Eng. 191, No. 11--12, 1189--1219 (2002; Zbl 1021.74049) Full Text: DOI OpenURL