Liability-driven investments of life insurers under investment credit risk
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DOI: 10.1057/s41283-019-00055-x
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Cited by:
- Chul Jang & Andrew Clare & Iqbal Owadally, 2024. "Liability-driven investment for pension funds: stochastic optimization with real assets," Risk Management, Palgrave Macmillan, vol. 26(3), pages 1-32, September.
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Keywords
Life insurance; Stochastic programming; Asset-liability management; Credit risk;All these keywords.
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