Applying simulation optimization to dynamic financial analysis for the asset-liability management of a property-casualty insurer

Author: Yu Tzu-Yi   Tsai Chenghsien   Huang Hsiao-Tzu   Chen Chuen-Lung  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.21, Iss.7, 2011-04, pp. : 505-518

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Abstract