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Book / Working Paper 1
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English 1
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Ankur, Garg 1 Apoorva, Tiwari 1 Dutta, Goutam 1 Shankarshan, Basu 1
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Economics, Indian Institute of Management 1
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IIMA Working Papers 1
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A Stochastic Linear Programming Model for Asset Liability Management: The Case of an Indian Insurance Company
Ankur, Garg; Apoorva, Tiwari; Dutta, Goutam; … - Economics, Indian Institute of Management
Asset - Liability management is one of the most critical tasks for any financial institution for determining its cushion against the risk and the net returns. The problem of asset liability management for an insurance company requires matching the cash inflows from premium collections and...
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