A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854): Difference between revisions
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Property / author: Massimo Bernaschi / rank | |||
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Property / author: Fausto Gozzi / rank | |||
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Property / author: Massimo Bernaschi / rank | |||
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Property / author: Fausto Gozzi / rank | |||
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Property / cites work: Q3795523 / rank | |||
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Property / cites work: Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model / rank | |||
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Property / cites work: Formulation of the Russell-Yasuda Kasai Financial Planning Model / rank | |||
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Property / cites work: Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets / rank | |||
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Property / full work available at URL: https://doi.org/10.1142/s0219024903001906 / rank | |||
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Latest revision as of 08:40, 30 July 2024
scientific article; zbMATH DE number 2216234
Language | Label | Description | Also known as |
---|---|---|---|
English | A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES |
scientific article; zbMATH DE number 2216234 |
Statements
A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (English)
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19 October 2005
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portfolio optimization
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asset-liability management
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transaction costs
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