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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
8.1 The basic model In this section, the dynamic evolution of the (m+n)-dimensional stochastic process ... Session, Firenze, 253-269. 22 Janssen J., 1995, "A dynamic stochastic ALM model for insurance companies", ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods