Search Results - subject:"ALM"

A stochastic Asset Liability Management model for life insurance companies

Di Francesco, Marco; Simonella, Roberta - In: Financial markets and portfolio management 37 (2023) 1, pp. 61-94

Persistent link: https://www.econbiz.de/10014252605

Is one plus one always two? : insuring longevity risk while having multiple savings accounts

Hurwitz, Abigail; Sade, Orly - 2021

Persistent link: https://www.econbiz.de/10014297006

Participation in solid waste management: lessons from the Advanced Locality Management (ALM) programme of Mumbai

Basu, Anurima Mukherjee; Punjabi, Shruti - In: Journal of Urban Management 9 (2020) 1, pp. 93-103

groups in maintaining cleanliness of cities. The 'Advanced Locality Management' Programme (ALM) of Mumbai is one of the … paper traces the evolution of the ALM programme, with particular reference to engagement of civic groups, their changing …

Persistent link: https://www.econbiz.de/10014285606

Participation in solid waste management: lessons from the Advanced Locality Management (ALM) programme of Mumbai

Basu, Anurima Mukherjee; Punjabi, Shruti - In: Journal of urban management 9 (2020) 1, pp. 93-103

Persistent link: https://www.econbiz.de/10012178565

Strategic allocation of reserve pension funds: Application of ALM model and LDI technique

Aitoutouhen, Latifa; Hamza, Faris - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 381-425

-liability management (ALM) and liability-driven investing (LDI). In our study, we will also develop the ALM technique based on the …

Persistent link: https://www.econbiz.de/10014494482

Strategic allocation of reserve pension funds : application of ALM model and LDI technique

Aitoutouhen, Latifa; Hamza, Faris - In: Revista de métodos cuantitativos para la economía y … 28 (2019), pp. 381-425

-liability management (ALM) and liability-driven investing (LDI). In our study, we will also develop the ALM technique based on the …

Persistent link: https://www.econbiz.de/10012258834

Mechanisms of Protection from Interest Rate Risk with Reference to the Life Insurance Market in Montenegro

Burić, Milijana Novović; Kašćelan, Vladimir; … - In: Journal of Central Banking Theory and Practice 7 (2018) 1, pp. 17-42

management (ALM), as an integrated approach to financial management, requires simultaneous decision-making about categories and … understanding of complexity of the financial market in which financial institutions operate. ALM focuses on a significant number of … the ALM traditional techniques, which is shown in this paper. …

Persistent link: https://www.econbiz.de/10012217869

An unobvious dynamics of rolled over time banking deposits under a shift in depositors’ preferences: whether a decrease of weighted average maturity of deposits is indeed an early warning liquidity indicator?

Voloshyn, Ihor - Volkswirtschaftliche Fakultät, … - 2014

maturity of liabilities is necessary but not sufficient. It is proposed that to make more accurate ALM decisions and avoid …

Persistent link: https://www.econbiz.de/10011110426

AN EMPIRICAL INSIGHT INTO THE ROMANIAN INSURANCE MARKET

ANTAL, Raluca; SIMIONESCU, Ioan ȘUMANDEA - In: STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA 1/2014 (2014) December, pp. 78-91

The Romanian insurance companies are subject to increased market demands in a business environment that is difficult to navigate, to say the least. Thus, optimizing the management of assets and liabilities of such companies becomes imperative. In order to achieve this, one should identify and...

Persistent link: https://www.econbiz.de/10011164342

AN EMPIRICAL INSIGHT INTO THE ROMANIAN INSURANCE MARKET

ANTAL, Raluca; SIMIONESCU, Ioan ȘUMANDEA - In: STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA 1/2014 (2014) December, pp. 74-87

Persistent link: https://www.econbiz.de/10011227846