Search
Now showing items 1-1 of 1
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 ...