Results 281 to 290 of about 199,912 (309)

Asset Liability Management Risk

2020
openaire   +1 more source

Simultanes Asset / Liability-Management

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

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

Insurance: Mathematics and Economics, 2017
Jiaqin Wei
exaly  

Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market

Journal of Systems Science and Complexity, 2011
Yan Zeng
exaly  

Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model

Applied Mathematical Finance, 2011
Ping Chen, Hailiang Yang
exaly  

Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach

Insurance: Mathematics and Economics, 2013
Sheung Chi Phillip Yam
exaly  

Asset Liability Management (ALM)

Massimiliano Maggioni, Giuseppe Turchetti   +1 more
openaire   +1 more source

Asset Liability Management Techniques

2008
Kyriaki Kosmidou, Constantin Zopounidis
openaire   +1 more source

Mean–variance asset–liability management under constant elasticity of variance process

Insurance: Mathematics and Economics, 2016
Ping Chen
exaly  

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

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