Browsing Working Papers by Author "Garg, Ankur"
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A Stochastic Linear Programming Model for Asset Liability Management: The Case of an Indian Insurance Company
Garg, Ankur; Tiwari, Apoorva; Dutta, Goutam; Basu, Sankarshan (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 ...