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A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2018, 卷号: 69, 期号: 4, 页码: 487-499
作者:  Cui, Xiangyu;  Li, Xun;  Wu, Xianping;  Yi, Lan
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
A Study on Asset and Liability Matching Management of Life Insurance Company Based on Gravity Model 期刊论文
PROCEEDINGS OF 2017 CHINA INTERNATIONAL CONFERENCE ON INSURANCE AND RISK MANAGEMENT, 2017, 页码: 810-820
作者:  Zhang Lin;  Cheng Yuqi
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/31
Dynamic asset–liability management in a Markov market with stochastic cash flows 期刊论文
Quantitative Finance, 2016, 卷号: Vol.16 No.10, 页码: 1575-1597
作者:  Yao, Haixiang;  Li, Xun;  Hao, Zhifeng;  Li, Yong
收藏  |  浏览/下载:3/0  |  提交时间:2019/03/04
The Research on Household Financial Multi-objective Decision Based on Assets and Liabilities Management 会议论文
5th International Asia Conference on Industrial Engineering and Management Innovation (IEMI) / 4th Institute-of-Industrial-Engineers (IIE) Asian Conference, Xian, PEOPLES R CHINA
作者:  Liu, Yan-wen;  Pu, Lu-wa;  Cao, Chen
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/09
基于资产负债管理框架下的寿险长期资产结构优化研究 学位论文
2014, 2014
林悦
收藏  |  浏览/下载:4/0  |  提交时间:2016/01/12
中小银行资产负债结构优化与结构风险管理研究 学位论文
2014, 2014
苗晓宇
收藏  |  浏览/下载:3/0  |  提交时间:2016/01/12
新巴塞尔协议框架下商业银行流动性风险管理问题研究——基于M银行资产负债结构分析 学位论文
2013, 2013
王玉律
收藏  |  浏览/下载:2/0  |  提交时间:2016/01/13
Continuous-time mean–variance asset–liability management with endogenous liabilities. 期刊论文
Insurance: Mathematics and Economics, 2013, 卷号: Vol.52 No.1, 页码: 6-17
作者:  Yao, Haixiang;  Lai, Yongzeng;  Li, Yong
收藏  |  浏览/下载:4/0  |  提交时间:2019/03/04
我国商业银行资产负债管理和利率风险管理研究 学位论文
2012, 2012
吴闽光
收藏  |  浏览/下载:2/0  |  提交时间:2016/02/14
A Simple Method for Solving Multiperiod Mean-Variance Asset-Liability Management Problem 期刊论文
Procedia Engineering, 2011, 卷号: Vol.23, 页码: 387-391
作者:  Hai-xiang Yao
收藏  |  浏览/下载:2/0  |  提交时间:2019/03/04


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