A nonlinear goal programming model for efficient asset-liability management of property-liability insurers

INFOR

Volumn 43, Issue 2, 2005, Pages 135-156

  Dash Jr , Gordon H ^a   Kajiji, Nina ^b  

^a UNIVERSITY OF RHODE ISLAND   (United States)

^b UNIVERSITY OF RHODE ISLAND   (United States)

Author keywords

Asset liability models; Goal programming; Insurance; Nonlinear programming; Portfolio optimization; Property liability insurers; Risk management

Indexed keywords

DECISION MAKING; FINANCE; INSURANCE; MATHEMATICAL MODELS; OPTIMIZATION; RANDOM PROCESSES; RISK MANAGEMENT;

ASSET-LIABILITY MODELS; GOAL PROGRAMMING; PORTFOLIO OPTIMIZATION; PROPERTY-LIABILITY INSURERS;

NONLINEAR PROGRAMMING;

EID: 23744490770     PISSN: 03155986     EISSN: None     Source Type: Journal    
DOI: 10.1080/03155986.2005.11732722     Document Type: Article

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