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2006
Market valuation of assets is a topic that has been discussed for quite some time now, but the valuation of pension contracts including all embedded options is a major challenge for pension fund policy makers. On top of that, pension fund beneficiaries are increasingly demanding more transparency with regard to the exact nature of their pension ...
Rob Bauer +2 more
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Market valuation of assets is a topic that has been discussed for quite some time now, but the valuation of pension contracts including all embedded options is a major challenge for pension fund policy makers. On top of that, pension fund beneficiaries are increasingly demanding more transparency with regard to the exact nature of their pension ...
Rob Bauer +2 more
openaire +3 more sources
1997
Asset Liability Management (ALM) is a decisional tool that helps to manage interest rate risks and their correlated risks, with the objective of sustaining the profit or enriching the institution. The difficulty with the endeavor comes from the inadequate data system, the complexity of financial products; in particular, on the embedded options and the ...
openaire +4 more sources
Asset Liability Management (ALM) is a decisional tool that helps to manage interest rate risks and their correlated risks, with the objective of sustaining the profit or enriching the institution. The difficulty with the endeavor comes from the inadequate data system, the complexity of financial products; in particular, on the embedded options and the ...
openaire +4 more sources
Global Asset Liability Management
British Actuarial Journal, 2003ABSTRACT Dynamic financial analysis (DFA) is a technique which uses Monte Carlo simulation to investigate the evolution over time of financial models of funds, complex liabilities and entire firms. Although of increasing popularity, the drawback of DFA is the dearth of systematic methods for optimising model parameters for strategic financial ...
M. A. H. Dempster +3 more
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Individual asset liability management
Quantitative Finance, 2008A recent discussion of the future of life-cycle saving and investment posed the question: “Can computer-based personal financial planning models that conform to the principles of economics be both ...
E. A. Medova +3 more
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Dynamic stochastic programmingfor asset-liability management
Annals of Operations Research, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Consigli, G., Dempster, M. A. H.
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Dynamic Asset/Liability Management
ICFA Continuing Education Series, 1987This presentation comes from the Asset Allocation for Institutional Portfolios conference held in San Francisco, California, on February 10-11, 1986.
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1995
In diesem Kapitel wird untersucht, was Asset-Liability Management bedeutet und wie es in Versicherungsunternehmen integriert werden kann. Hierzu wird zu Beginn des Kapitels die Frage nach der Notwendigkeit eines Asset-Liability Managements behandelt (4.1.). In Abschnitt 4.2. werden zunachst verschiedene Definitionen aus der Literatur diskutiert. Darauf
openaire +1 more source
In diesem Kapitel wird untersucht, was Asset-Liability Management bedeutet und wie es in Versicherungsunternehmen integriert werden kann. Hierzu wird zu Beginn des Kapitels die Frage nach der Notwendigkeit eines Asset-Liability Managements behandelt (4.1.). In Abschnitt 4.2. werden zunachst verschiedene Definitionen aus der Literatur diskutiert. Darauf
openaire +1 more source