Handbook of Asset and Liability Management, Vol. 2, No. suppl (C) • 2007
Chapter 13 Stochastic Programming Models for Strategic and Tactical Asset Allocation—a study from Norwegian life insurance
In this chapter we describe the development and use of two decision support models for asset allocation used within the Gjensidige-NOR Group,1 one of Norway’s three largest financial groups. For strategic, long-term, asset liability management, ...