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On the Fisher-Weil immunization theorem
Journal article   Peer reviewed

On the Fisher-Weil immunization theorem

Elias S.W Shiu
Insurance, mathematics & economics, Vol.6(4), pp.259-266
1987
DOI: 10.1016/0167-6687(87)90030-8

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Abstract

This paper extends the classical immunization theorem of Fisher and Weil to the general case where the interest rate shocks are functions of time. It also examines some related results derived recently by Fong and Vasicek and discusses duration drift and portfolio rebalancing.
Continuous rebalancing Duration Duration drift Immunization

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