Assets, liabilities and risks
Financial economists and actuaries do not always talk the same language. One particular difference of concern to actuaries is the method of treatment (or non-treatment) of the liabilities of an investor in the portfolio selection problem. Another difference relates to the way in which liabilities ar...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
Operations Research Society of South Africa (ORSSA)
2014-01-01
|
Series: | ORiON |
Online Access: | http://orion.journals.ac.za/pub/article/view/188 |