Results 201 to 210 of about 3,446 (262)

Mean–variance asset–liability management: Cointegrated assets and insurance liability

European Journal of Operational Research, 2012
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Hoi Ying Wong, Mei Choi Chiu
exaly   +2 more sources

High-Performance Computing for Asset-Liability Management

Operations Research, 2001
Financial 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

Asset Liability Management

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
openaire   +3 more sources

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