scientific article; zbMATH DE number 5951608

zbMATH Open1240.91184MaRDI QIDQ3170962FDOQ3170962

Dan Wu

Publication date: 29 September 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

robust optimizationstochastic programmingempirical analysisasset and liability management

Mathematics Subject Classification ID

Stochastic programming (90C15) Corporate finance (dividends, real options, etc.) (91G50) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (3)

• Linking strategic and tactical planning systems for asset and liability management
• Asset and liability management: Recent advances
• An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules

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