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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
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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
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2019
Life insurers and pension funds have obligations to policy holders and beneficiaries and hold fixed income assets to meet those obligations. Asset-liability management matches the duration of assets to duration of liabilities to minimise risks from interest rate changes.
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Life insurers and pension funds have obligations to policy holders and beneficiaries and hold fixed income assets to meet those obligations. Asset-liability management matches the duration of assets to duration of liabilities to minimise risks from interest rate changes.
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Asset-Liability Management: An Overview
2010Relevant literature on asset-liability management (ALM) is reviewed and different ALM approaches are discussed that may be of interest to the Bank of Canada for the purpose of modelling the Exchange Fund Account (EFA). The author describes the general idea behind ALM, its pros and cons, risk measures and strategies, as well as some applications ...
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Asset-Liability Management Techniken
1995Asset-Liability Management setzt eine Analyse der Ist-Situation und einer Prognose fur die zukunftige Entwicklung der Risiken voraus. Dem Asset-Liability Manager steht bei der Erfullung dieser Aufgaben mittlerweile eine Vielzahl von Techniken zur Verfugung. Um eine Ubersicht zu gewinnen, bietet sich eine Systematisierung der Techniken an.
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Asset/Liability Management in Perspective
ICFA Continuing Education Series, 1986This presentation comes from the Asset/Liability Management conference held in Rosemont, Illinois, on September 13, 1985.
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