A robust asset-liability management framework for investment products with guarantees (Q331783)
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scientific article; zbMATH DE number 6644546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust asset-liability management framework for investment products with guarantees |
scientific article; zbMATH DE number 6644546 |
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A robust asset-liability management framework for investment products with guarantees (English)
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27 October 2016
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uncertainty modeling
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investment contracts with guarantees
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asset-liability management
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robust optimization
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stochastic programming
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