An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules (Q5933837)
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scientific article; zbMATH DE number 1604603
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| 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)
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14 June 2001
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stochastic optimization
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scenario aggregation
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value of information
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flexible versus parameterized decision policies
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risk preferences
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0.90222245
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0.8726164
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0.8680024
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0.8389824
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0.8383385
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0.8368085
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0.8346981
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0.8321575
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