Pages that link to "Item:Q5696854"
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The following pages link to A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854):
Displaying 9 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- The impact of illiquidity on the asset management of insurance companies (Q938026) (← links)
- A discrete model for the problem of optimizing the activity of an insurance company (Q1975008) (← links)
- Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174) (← links)
- (Q3993446) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules (Q5933837) (← links)
- Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model (Q5945851) (← links)