Standard approaches to asset & liability risk** (Q5430556): Difference between revisions

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+https://doi.org/10.1080/03461230510009844
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+W2134837040
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+Coherent Measures of Risk
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+Coherent risk measures
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+An equilibrium characterization of the term structure
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+Interest rate models -- theory and practice
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+The Pricing of Options and Corporate Liabilities
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+Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
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+The relaxed investor and parameter uncertainty
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Q4722986
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+Term Structure Models: A Perspective from the Long Rate
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