scientific article; zbMATH DE number 2065345

zbMATH Open1063.91514MaRDI QIDQ4459983FDOQ4459983

Authors: Anthony Dardis, Vinh Loi Huynh 

Publication date: 18 May 2004

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

Recommendations

• Asset allocation strategies in the presence of liability constraints
• Strategic asset allocation with liabilities: beyond stocks and bonds
• Allocation of Capital Between Assets and Liabilities
• Capital and asset allocation
• Asset allocation using reliability method
• Strategic asset allocation
• Risk sensitive asset allocation
• Asset allocation and derivatives
• Risk and asset allocation.
• Risk and asset allocation.

zbMATH Keywords

asset/liability management, Monte Carlo simulation, risk, reward, solvency

Mathematics Subject Classification ID

Cited In (9)

• Asset allocation using reliability method
• Strategic asset allocation for life insurers with stochastic liability
• Dynamic asset liability management with tolerance for limited shortfalls
• Asset allocation strategies in the presence of liability constraints
• Reactive investment strategies
• Asset and liability management: Recent advances
• The optimal asset and liability portfolio for a financial institution with multiple lines of businesses
• Strategic asset allocation with liabilities: beyond stocks and bonds
• Can stocks help mend the asset and liability mismatch?

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