STOCHASTIC ASSET LIABILITY AND MANAGEMENT MODELLING USING LéVY PROCESS
Insurance asset and liability management (ALM) is a process of formulating, implementing, and monitoring financial policies related to assets and liabilities intended to optimize the profitability and solvency of insurance companies. This process is vital because the insurance company accepts a s...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/81580 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |