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  • Immunizing Stochastic Cash Flows
    Immunizing Stochastic Cash Flows This paper reviews Redington's theory of immunization and sketches how it may be extended to the general case of stochastic flows by means of modern ...

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    • Authors: Elias Shiu
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Asset liability management