Asset Liability Insurance Management (ALIM) for Risk Eradication
Idioma
en
Chapitre d'ouvrage
Este ítem está publicado en
The Interval Market Model in Mathematical Finance; Game-Theoretic Methods, The Interval Market Model in Mathematical Finance; Game-Theoretic Methods. 2013p. 319-335
Birkhäuser
Resumen en inglés
The Asset-Liability Management (ALM) deals with approaches allowing a company to manage the composition of its risky asset or underlying to be \emph{always} larger than its liabilities. Choosing a management rule is a ...Leer más >
The Asset-Liability Management (ALM) deals with approaches allowing a company to manage the composition of its risky asset or underlying to be \emph{always} larger than its liabilities. Choosing a management rule is a choice under contingent uncertainty (choosing an exposition of the portfolio) and tychastic uncertainty (valid for risky returns above a forecasted lower bound). This is an example of tychastic control system under state constraint which is solved by the viability algorithm.< Leer menos
Proyecto europeo
Sensitivity Analysis for Deterministic Controller Design
Orígen
Importado de HalCentros de investigación