Asset-Liability Management with in Life Insurance

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 ofte...

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Bibliographic Details
Main Author: Gip Orreborn, Jakob
Format: Others
Language:English
Published: KTH, Matematisk statistik 2017
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-215339