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A Stochastic Linear Programming Model for Asset Liability Management: The Case of an Indian Insurance Company
(2009-08-21)
Asset - Liability management is one of the most critical tasks for any financial institution, determining its cushion against the risk and the net returns. The problem of asset liability management for an insurance company ...
Term Structure Estimation In Illiquid Government Bond Markets: An Empirical Analysis For India
(2009-03-11)
With increasing liquidity of the Indian sovereign debt market from 1997, it has become possible to estimate the term structure in India. However, several frictions that cause individual securities to be priced differently ...
TERM STRUCTURE ESTIMATION IN ILLIQUID GOVERNMENT BOND MARKETS: AN EMPIRICAL ANALYSIS FOR INDIA
(2009-09-02)
With increasing liquidity of the Indian sovereign debt market from 1997, it has become possible to estimate the term structure in India. However, several frictions that cause individual securities to be priced differently ...
Development of utility function for life insurance buyers in the Indian market
(2010-04-29)
Insurance as a financial instrument has been used for a long time. The dramatic increase in competition
within the insurance sector (in terms of providers coupled with awareness for the need for insurance) has
concomitantly ...
Development of utility function for life insurance buyers in the Indian market
(2010-09-07)
Insurance as a financial instrument has been used for a long time. The dramatic increase in competition
within the insurance sector (in terms of providers coupled with awareness for the need for insurance) has
concomitantly ...
Development of Utility Function for Life Insurance Buyers in the Indian Market
(Indian Institute of Management Ahmedabad, 2008)
Insurance as a financial instrument has been used for a long time. The dramatic increase in competition within the insurance sector (in terms of providers coupled with awareness for the need for insurance) has resulted in ...
Database structure for a multi stage stochastic optimization based decision support system for asset – liability management of a life insurance company
(Indian Institute of Management, Ahmedabad, 2014)
We introduce a stochastic optimization based decision support system (DSS) for asset-liability management of a life insurance firm using a multi-stage, stochastic optimization model. The DSS is based on a multi-stage ...
New asset liability management model with decision support system for life insurance companies: interface design issues for database and mathematical models
(Inderscience, 2018)
We introduce a new asset liability management (ALM) model based on decision support system (DSS) for a life insurance firm. The DSS is based on multi-stage stochastic linear programming (SLP) with recourse for strategic ...