DocumentCode
2169422
Title
Fads and fallacies in asset liability management for life insurance
Author
Lord, Graham
Author_Institution
Dept. of Operations Res. & Financial Eng., Princeton Univ., NJ, USA
Volume
2
fYear
2004
fDate
5-8 Dec. 2004
Firstpage
1677
Abstract
We shall examine the principles behind contemporary approaches to insurance risk management. Furthermore, we shall consider various methodologies, some successful, that have been or are currently employed to implement those principles. We shall illustrate these with several specific studies that show the identification, using simulation, of close-to-optimal investment strategies.
Keywords
insurance; investment; risk management; asset liability management; close-to-optimal investment strategies; insurance risk management; life insurance; Asset management; Cost accounting; Economic indicators; Engineering management; Financial management; History; Insurance; Operations research; Reliability engineering; Technological innovation;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2004. Proceedings of the 2004 Winter
Print_ISBN
0-7803-8786-4
Type
conf
DOI
10.1109/WSC.2004.1371516
Filename
1371516
Link To Document