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ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach

Crossref DOI link: https://doi.org/10.1007/s40314-024-02740-4

Published Online: 2024-05-06

Published Print: 2024-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Castillo, Camilo https://orcid.org/0000-0003-3064-3464
Serrano, Rafael https://orcid.org/0000-0003-4306-0903
Funding

Funding for this research was provided by:

Universidad del Rosario
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Text and Data Mining valid from 2024-05-06

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Article History

Received: 5 December 2023

Revised: 15 March 2024

Accepted: 15 April 2024

First Online: 6 May 2024