@misc{DušMaurer2001,
  author    = {Ivica Duš and Raimond Maurer},
  title     = {Integrated asset liability modelling for property casuality insurance : a portfolio theoretical approach},
  booktitle = {Universit{\"a}t Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance \& Accounting ; No. 83},
  institution = {Wirtschaftswissenschaften},
  series    = {Working paper series / Johann-Wolfgang-Goethe-Universit{\"a}t Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance \& Accounting},
  number    = {83},
  type      = {workingpaper},
  year        = {2001},
}