Results 211 to 220 of about 199,229 (278)

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

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

European Journal of Operational Research, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chiu, Mei Choi, Wong, Hoi Ying
openaire   +1 more source

Asset Liability Management

1997
Asset Liability Management (ALM) is a decisional tool that helps to manage interest rate risks and their correlated risks, with the objective of sustaining the profit or enriching the institution. The difficulty with the endeavor comes from the inadequate data system, the complexity of financial products; in particular, on the embedded options and the ...
openaire   +4 more sources

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