Author:
Desmettre Sascha,Wahl Markus,Zagst Rudi
Reference20 articles.
1. Optimal asset allocation in asset liability management. Working Paper 12970;J H Van Binsbergen;National Bureau of Economic Research,2007
2. Theory of constant proportion portfolio insurance;F Black;Journal of Economic Dynamics and Control,1992
3. Liability driven investments with a link to behavioral finance;L Brummer;Proceedings of the Innovations in Insurance, Risk-and Asset Management Conference,2018
4. Optimal asset allocation with fixed-term securities;S Desmettre;Journal of Economic Dynamics and Control,2016
5. Dynamic asset liability management with tolerance for limited shortfalls;J Detemple;Insurance: Mathematics and Economics,2008