An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules (Q5933837): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:39, 30 January 2024
scientific article; zbMATH DE number 1604603
Language | Label | Description | Also known as |
---|---|---|---|
English | An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules |
scientific article; zbMATH DE number 1604603 |
Statements
An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules (English)
0 references
14 June 2001
0 references
stochastic optimization
0 references
scenario aggregation
0 references
value of information
0 references
flexible versus parameterized decision policies
0 references
risk preferences
0 references