A robust asset-liability management framework for investment products with guarantees (Q331783): Difference between revisions
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Property / Mathematics Subject Classification ID: 90B50 / rank | |||
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Property / Mathematics Subject Classification ID: 90B25 / rank | |||
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Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / zbMATH DE Number: 6644546 / rank | |||
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uncertainty modeling | |||
Property / zbMATH Keywords: uncertainty modeling / rank | |||
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investment contracts with guarantees | |||
Property / zbMATH Keywords: investment contracts with guarantees / rank | |||
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asset-liability management | |||
Property / zbMATH Keywords: asset-liability management / rank | |||
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robust optimization | |||
Property / zbMATH Keywords: robust optimization / rank | |||
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stochastic programming | |||
Property / zbMATH Keywords: stochastic programming / rank | |||
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Revision as of 04:16, 28 June 2023
scientific article
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English | A robust asset-liability management framework for investment products with guarantees |
scientific article |
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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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