Liability-driven investment in risk management
Year of publication: |
[2017]
|
---|---|
Authors: | Aro, Helena ; Pennanen, Teemu |
Published in: |
Optimal financial decision making under uncertainty. - [Cham] : Springer, ISBN 3-319-41611-1. - 2017, p. 121-136
|
Subject: | Investitionsentscheidung unter Unsicherheit | Investment under uncertainty | Risikomanagement | Risk management | Risikomodell | Risk model | Mathematische Optimierung | Mathematical programming | Hedging |
-
Cox, Louis A., (2012)
-
An evolutionary strategy for multiobjective reinsurance optimization
Román, Sebastián, (2018)
-
Cox, Louis Anthony, (2013)
- More ...
-
Liability-driven investment in longevity risk management
Aro, Helena, (2013)
-
Stochastic Modelling of Mortality and Financial Markets
Aro, Helena, (2013)
-
Systematic and non-systematic mortality risk in pension portfolios
Aro, Helena, (2013)
- More ...