HANDBOOK OF ASSET AND LIABILITY MANAGEMENT VOL.2

Le Monde En Tique

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Ouvrage 9780444528025 : HANDBOOK OF ASSET AND LIABILITY MANAGEMENT VOL.2
Contents
Preface
A. Banking
Chapter 11 ALM in banking Jean Dermine
B. Insurance
Chapter 12 Dynamic financial analysis for multinational insurance companies John M. Mulvey, Bill Pauling, Steven Britt, and Francois Morin Chapter 13 Stochastic Programming Models for Strategic and Tactical Asset Allocation - a study from Norwegian life insurance Kjetil H?yland and Stein W. Wallace Chapter 14 Designing and management of unit-linked life insurance contracts with guarantees Ronald Hochreiter, Georg Pflug and Volkert Paulsen Chapter 15 The PROMETEIA Model for Managing Insurance Policies with Guarantees Andrea Consiglio, Flavio Cocco and Stavros A Zenios
C. Money Management
Chapter 16 Integrated risk control using stochastic programming ALM models for money management Chanaka Edirisinghe
D. Individual Investor Financial Planning
Chapter 17 Asset-Liability Management for Individual Investors Giorgio Consigli
E. Pension Funds
Chapter 18 A Scenario approach of ALM Guus Boender , Cees Dert, Fred Heemskerk & Henk Hoek Chapter 19 The Russell Yasuda, InnoALM and related models for pensions, insurance companies and high net worth individuals William T Ziemba Chapter 20 Dynamic Asset & Liability Management for Swiss Pension Funds Gabriel Dondi, Florian Herzog,, Lorenz Schuman and Hans P. Geering Chapter 21 Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate John Board and Charles Sutcliffe
F. Social Security
Chapter 22 ALM issues in social security Sandra L. Schwartz and William T. Ziemba

Auteur : ZENIOS
Editeur : NORTH-HOLLAND
Nombre de pages : 600
Date de publication : 07 2007

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