scientific article; zbMATH DE number 802753
From MaRDI portal
Publication:4849865
zbMATH Open0833.90014MaRDI QIDQ4849865FDOQ4849865
Publication date: 18 March 1996
Title of this publication is not available (Why is that?)
Recommendations
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
- A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES
- Long-term stability of a life insurer's balance sheet
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
- Strategic asset allocation for life insurers with stochastic liability
simulationportfolio selectionruin probabilityinsuranceasset liability managementdynamic stochastic model
Cited In (6)
- ALM models based on second order stochastic dominance
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
- Long-term stability of a life insurer's balance sheet
- Title not available (Why is that?)
- Efficient Stochastic Modeling for Large and Consolidated Insurance Business: Interest Rate Sampling Algorithms
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4849865)
