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An Optimal Model for Asset Liability Management
Since an effective ALM model start with reliable valuation of the liability, ill this part of the project ... company during the time period of [0, T]. The valuation techniques for liabilities should vary due to ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models