A multi-period stochastic programming approach to integrated asset and liability management of investment products with guarantees / Helgard Raubenheimer
In recent years investment products have become more complex by providing investors with various guarantees and bonus options. This increase in complexity has provided an impetus for the investigation into integrated asset and liability management frameworks that could realistically address dynamic...
| Main Author: | |
|---|---|
| Language: | en |
| Published: |
North-West University
2011
|
| Online Access: | http://hdl.handle.net/10394/4273 |