Asset-liability management for long-term insurance business

Hansjoerg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipovic (), Pablo Koch-Médina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Franck Schiller, Hato Schmeiser and Joël Wagner
Additional contact information
Hansjoerg Albrecher: UNIL - Université de Lausanne = University of Lausanne
Damir Filipovic: EPFL - Ecole Polytechnique Fédérale de Lausanne
Ralf Korn: Fraunhofer ITWM - Fraunhofer Institute of Industrial Mathematics - Fraunhofer-Gesellschaft - Fraunhofer

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Date: 2018
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Published in European Actuarial Journal, 2018, 8 (1), pp.9-25

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Working Paper: Asset-Liability Management for Long-Term Insurance Business (2018)
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