scientific article; zbMATH DE number 1489871

MaRDI QIDQ4496099zbMATH OpenFDO

Authors Goren Bergendahl, Jacques Janssen

Publication date 24 November 2002

zbMATH Keywords

ALMasset liability managementbanksdurationimmunizationinsurancerisk management

Mathematics Subject Classification ID

Recommendations

• Strategic financial risk management and operations research
• Enterprise Risk and Return Management for Financial Institutions
• A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York
• Segmented dynamic optimization model for asset-liability management of commercial banks and its applications
• Asset and liability management: Recent advances

Cited in

(9)

• Strategic financial risk management and operations research
• Linking strategic and tactical planning systems for asset and liability management
• Bank asset and liability management under uncertainty
• Asset-liability management for long-term insurance business
• Goal programming techniques for bank asset liability management.
• A primer on duration, convexity, and immunization
• scientific article; zbMATH DE number 1489872 (Why is no real title available?)
• scientific article; zbMATH DE number 1538858 (Why is no real title available?)
• Enterprise Risk and Return Management for Financial Institutions

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