A bi-level optimization model for the asset-liability management of insurance companies

DOI10.3934/jimo.2022074OpenAlexW4285168695MaRDI QIDQ2691300

Dan A. Ralescu, Qianlong Liu, Xiaowei Chen

Publication date: 29 March 2023

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2022074

zbMATH Keywords

asset-liability managementbilevel programminguncertainty theorybi-level optimization

Mathematics Subject Classification ID

Cites Work

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