Results 271 to 280 of about 200,020 (308)

Scenario generation and stochastic programming models for asset liability management

European Journal of Operational Research, 2001
Roy Kouwenberg
exaly  

5.4 Asset-Liability-Management

2018
Dietmar Franzen, Klaus Schäfer
openaire   +1 more source

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

Insurance: Mathematics and Economics, 2017
Jiaqin Wei
exaly  

G3 Asset Liability Management

2021
openaire   +1 more source

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

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

Asset Liability Management in Finanzdienstleistungsunternehmen

2005
In den vergangenen Jahren lässt sich im Finanzdienstleistungssektor ein dynamischer Wandel der Rahmenbedingungen beobachten. Zunächst bewirkt die Deregulierung der Finanzdienstleistungsmärkte eine Erhöhung des Wettbewerbsdrucks und damit eine verstärkt auf Profitabilität ausgerichtete Unternehmenspolitik.
Eling, Martin, Parnitzke, Thomas
openaire   +1 more source

Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model

Insurance: Mathematics and Economics, 2008
Ping Chen, Hailiang Yang, George Yin Yin
exaly  

Asset-Liability Management: Managing Swaps

Municipal Finance Journal, 2008
openaire   +1 more source

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

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

Asset-Liability Management

2008
openaire   +1 more source