Linking strategic and tactical planning systems for asset and liability management

DOI10.1023/A:1018925912190zbMath0920.90041OpenAlexW85006189MaRDI QIDQ1289306

François Morin, Chris Madsen, John M. Mulvey

Publication date: 27 May 1999

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018925912190

zbMATH Keywords

insurance companyrisk management

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90)

Related Items (1)

Multiperiod mean-variance efficient portfolios with endogenous liabilities

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