Standard approaches to asset & liability risk**

DOI10.1080/03461230510009844zbMath1142.91040OpenAlexW2134837040MaRDI QIDQ5430556

Per Hörfelt, Boualem Djehiche

Publication date: 16 December 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230510009844

zbMATH Keywords

liabilityassetscoherent risk measureValue-at-Risksolvencytarget capital

Mathematics Subject Classification ID

Related Items (2)

Portfolio Optimization under Solvency Constraints: A Dynamical Approach ⋮ Can stocks help mend the asset and liability mismatch?

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• Term Structure Models: A Perspective from the Long Rate
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