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- W2093561464 abstract "It is well known that a sufficient condition for the immunization of multiple liabilities is the separate immunization of each liability outflow. This paper proves that this is also a necessary condition. It also discusses how one constructs immunized portfolios by means of linear programming." @default.
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- W2093561464 date "1988-12-01" @default.
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- W2093561464 title "Immunization of multiple liabilities" @default.
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- W2093561464 doi "https://doi.org/10.1016/0167-6687(88)90079-0" @default.
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