An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules

Annals of Operations Research

Volumn 99, Issue 1-4, 2000, Pages 227-250

  Gaivoronski, Alexei A ^a   de Lange, Petter E ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Flexible versus parameterized decision policies; Risk preferences; Scenario aggregation; Stochastic optimization; Value of information

Indexed keywords

EID: 0034562989     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/A:1019223800849     Document Type: Article

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