Essays about: "Asset-liability management"

Found 2 essays containing the words Asset-liability management.

  1. 1. ASSET-LIABILITY MANAGEMENT FROM THE PERSPECTIVE OF A PENSION FOUNDATION : SIMULATION AND EVALUATION OF INVESTMENT- AND PORTFOLIO SELECTION STRATEGIES

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jean-Pierre Kayal; Martin Norberg; [2020]
    Keywords : Investment strategies; Portfolio Selection Strategies; Pension Foundation;

    Abstract : Asset Liability Management is a current topic where accountability of asset management is of high importance. This is a result of continuously increasing investments in the stock market globally. The globalisation exposes a big part of the different markets to the same types of risk. READ MORE

  3. 2. Asset-Liability Management with in Life Insurance

    University essay from KTH/Matematisk statistik

    Author : Jakob Gip Orreborn; [2017]
    Keywords : Asset-liability management; Participating life insurance policies; Bonus policy; Ssurrender;

    Abstract : In recent years, new regulations and stronger competition have further increased the importance of stochastic asset-liability management (ALM) models for life insurance firms. However, the often complex nature of life insurance contracts makes modeling to a challenging task, and insurance firms often struggle with models quickly becoming too complicated and inefficient. READ MORE