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Replikoivan portfolion tekniikka henkivakuutusyhtiöiden taseenhallintaa varten

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Helsinki University of Technology | Master's thesis
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Date

2009

Department

Matematiikan ja systeemianalyysin laitos

Major/Subject

Sovellettu matematiikka

Mcode

Mat-2

Degree programme

Language

fi

Pages

62 s. + liitt.

Series

Description

Supervisor

Salo, Ahti

Thesis advisor

Koskinen, Ville

Keywords

asset-liability maanagement, taseenhallinta, replicating portfolio, replikoiva portfolio, replicating liabilities, vastuuvelan replikointi, life insurance, henkivakuutus

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https://urn.fi/URN:NBN:fi:aalto-2020120555746

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[dipl] Teknillinen korkeakoulu / TKK

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