Results 251 to 260 of about 153,843 (308)
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High-Performance Computing for Asset-Liability Management
Operations Research, 2001Financial institutions require sophisticated tools for risk management. For companywide risk management, both sides of the balance sheet should be considered, resulting in an integrated asset-liability management approach. Stochastic programming models suit these needs well and have already been applied in the field of asset-liability management to ...
Roy Kouwenberg, Jacek Gondzio
exaly +3 more sources
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 ...
Bauer, Rob +2 more
openaire +3 more sources
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 ...
Bauer, Rob +2 more
openaire +3 more sources
Dynamic stochastic programmingfor asset-liability management
Annals of Operations Research, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Giorgio Consigli, M. A. H. Dempster
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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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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
openaire +1 more source
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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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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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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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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