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Cash Flow Matching, Horizon Matching, Riding the Yield Curve

Ausgewählte Verfahren des Managements von Rentenportefeuilles

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Zeitschrift für die gesamte Versicherungswissenschaft

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Authors and Affiliations

  1. Mannheim

    Rainer Benz

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  1. Rainer Benz
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Vortrag im Rahmen der 2. Tagung der Deutschen AFIR-Gruppe, Köln, 25. April 1991.

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Benz, R. Cash Flow Matching, Horizon Matching, Riding the Yield Curve. Zeitschr. f. d. ges. Versicherungsw 80, 583–597 (1991). https://doi.org/10.1007/BF03187994

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