An asset and liability management model incorporating uncertainty
Asset and Liability Management (ALIvI) is a well-established method, which enables companies to match future liabilities with future cash flow streams of assets. The first stage is to develop a deterministic model with forecast cash flow streams. In reality this can lead to results that are often vo...
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Brunel University
2001
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.394795 |