scientific article; zbMATH DE number 802753

zbMATH Open0833.90014MaRDI QIDQ4849865FDOQ4849865

Jacques Janssen

Publication date: 18 March 1996

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

zbMATH Keywords

simulationportfolio selectionruin probabilityinsuranceasset liability managementdynamic stochastic model

Mathematics Subject Classification ID

Economic growth models (91B62)

Cited In (2)

• ALM models based on second order stochastic dominance
• Long-term stability of a life insurer's balance sheet

   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 👍 👎
• Title not available (Why is that?) 👍 👎

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)