A robust asset-liability management framework for investment products with guarantees
type: Item
instance of: scholarly article
title: A robust asset-liability management framework for investment products with guarantees
zbMATH Open document ID: 1352.90050
author: Ethem Çanakoğlu
author: Nalân Gülpinar
author: Dessislava A. Pachamanova
published in: OR Spectrum
publication date: 2016-10-27T00:00:00Z
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 90B25
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6644546
zbMATH Keywords: uncertainty modeling
zbMATH Keywords: investment contracts with guarantees
zbMATH Keywords: asset-liability management
zbMATH Keywords: robust optimization
zbMATH Keywords: stochastic programming
Wikidata QID: Q59474276
describes a project that uses: YALMIP
MaRDI profile type: Publication
full work available at URL: s00291-016-0437-z
OpenAlex ID: W2333004159
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DBLP publication ID: journals/ors/GulpinarPC16
DOI: 10.1007/S00291-016-0437-Z
description: scientific article; zbMATH DE number 6644546