Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573)
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scientific article; zbMATH DE number 6846283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk |
scientific article; zbMATH DE number 6846283 |
Statements
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (English)
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2 March 2018
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risk management
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bond immunization
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buffered probability of exceedance (bPOE)
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conditional value-at-risk (CVaR)
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