4 search results - page 1 / 1 » Scenario optimization asset and liability modelling for indi... |
ANOR
2007
13 years 4 months ago
2007
EOR
2008
13 years 3 months ago
2008
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
ANOR
2007
13 years 4 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
SIAMJO
2010
12 years 11 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...