Asset Liability Management Techniques
Author:
Publisher
Springer US
Link
http://link.springer.com/content/pdf/10.1007/978-0-387-76682-9_10.pdf
Reference39 articles.
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5. Carino, D. R., Kent, T., Muyers, D. H., Stacy, C., Sylvanus, M., Turner, A. L., Watanabe, K., and Ziemba, W. T. The Russell—Yasuda Kasai model: An asset/liability model for a Japanese insurance company using multistage stochastic programming. Interfaces, 24:29–49, 1994.
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