Cash Flow Matching (Q5029076)

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scientific article; zbMATH DE number 7472711

Language	Label	Description	Also known as
English	Cash Flow Matching	scientific article; zbMATH DE number 7472711

Statements

scholarly article

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Cash Flow Matching (English)

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zbMATH Open document ID

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10.1080/10920277.2009.10597562

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Alfred Ka Chun Ma

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North American Actuarial Journal

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publication date

11 February 2022

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Mathematics Subject Classification ID

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zbMATH DE Number

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10920277.2009.10597562

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Interest Rate Risk Management

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Application of Coherent Risk Measures to Capital Requirements in Insurance

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Coherent Measures of Risk

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Dynamic stochastic programming for asset-liability management

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A YIELD‐FACTOR MODEL OF INTEREST RATES

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The Iterated Cte

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Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition

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Pricing Interest-Rate-Derivative Securities

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On immunization, stop-loss order and the maximum Shiu measure.

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On the Fisher-Weil immunization theorem

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Immunization of multiple liabilities

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An equilibrium characterization of the term structure

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Asset/liability management under uncertainty for fixed-income securities

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Sitelinks

Mathematics(1 entry)

mardi Publication:5029076

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