Risk analysis in asset-liability management using scenario generation.

被引：0
|
作者：
Manuela, BP
Inmaculada, DF
Pierre, D
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 32卷 / 01期
关键词：
asset-liability management; scenario generation; risk; Value at Risk; expected shortfall; expected utility;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：169 / 169
页数：1
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