A robust asset-liability management framework for investment products with guarantees (Q331783): Difference between revisions

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Property / author: Dessislava A. Pachamanova / rank
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Latest revision as of 01:27, 14 November 2024

scientific article
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A robust asset-liability management framework for investment products with guarantees
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    A robust asset-liability management framework for investment products with guarantees (English)
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    27 October 2016
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    uncertainty modeling
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    investment contracts with guarantees
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    asset-liability management
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    robust optimization
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    stochastic programming
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