Results 271 to 280 of about 153,843 (308)

Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option

Scandinavian Actuarial Journal, 2020
Xin Zhang, Zhongyang Sun, Kam Chuen Yuen   +2 more
exaly  

Mean-variance asset-liability management with inside information

Communications in Statistics - Theory and Methods, 2022
Xingchun Peng, Fenge Chen
exaly  

Optimal investment strategy for asset-liability management under the Heston model

Optimization, 2019
Shengzhou Hu
exaly  

Asset-Liability Management: Managing Swaps

Municipal Finance Journal, 2008
openaire   +1 more source

Scenario generation and stochastic programming models for asset liability management

European Journal of Operational Research, 2001
Roy Kouwenberg
exaly  

Time-consistent mean–variance asset–liability management with random coefficients

Insurance: Mathematics and Economics, 2017
Jiaqin Wei, Tianxiao Wang
exaly  

Simultanes Asset / Liability-Management

Zeitschrift für die gesamte Versicherungswissenschaft, 1997
openaire   +1 more source

Dynamic asset–liability management in a Markov market with stochastic cash flows

Quantitative Finance, 2016
Haixiang Yao, Zhifeng Hao, Xun Li
exaly  

5.4 Asset-Liability-Management

2018
Dietmar Franzen, Klaus Schäfer
openaire   +1 more source

Asset and liability management under a continuous-time mean–variance optimization framework

Insurance: Mathematics and Economics, 2006
Duan Li, Mei Choi Chiu
exaly