Browsing Working Papers by Author "Rao, Harish Venkatesh"
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Database structure for a multi stage stochastic optimization based decision support system for asset – liability management of a life insurance company
Rao, Harish Venkatesh; Dutta, Goutam; Basu, Sankarshan (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 ...