ALM - Tillgång/skuldmodell för riskberäkning och portföljoptimering
Asset management in insurance companies differs from conventional asset management to the extent that respect has to be taken to both assets and the commitments the insurance company has towards its customers. A model that has proven to fit well regarding the matching of assets and liabilities is th...
| Main Authors: | , |
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| Format: | Others |
| Language: | Swedish |
| Published: |
Umeå universitet, Institutionen för matematik och matematisk statistik
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-104353 |