Bibliografía

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Klaassen, P. "Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis." Management Science , Vol 44, nº 1, Enero 1998, pp 31-41.

Mulvey, J. and Ziemba, W. Worldwide asset and liability modelling. Ed. Cambridge University Press, 1998.

Redington, F.M. "Review of the Principle of Life Office Valuations." Journal of the Institute of Actuaries, Vol 18, 1952, pp 286-340.

Reitano, R. "Multivariate immunization theory." Transactions of the Society of Actuaries, Vol 43, 1991, pp 393-441.

Reitano, R. "Multivariate stochastic immunization theory." Transactions of the Society of Actuaries, Vol 45, 1993, pp 425-484.