نتایج جستجو برای: asset liability dependency

تعداد نتایج: 76565  

1999
AKIHIRO WATABE

This paper examines the effects of liability-sharing rules on social welfare and risk reduction when one firm (the principal) delegates indivisible hazardous activities to one of the potential firms (the agents). The problem is posed as providing incentives from the principal to the agents, through the contract, to reduce the level of accident probability under a liability rule in force. Our ma...

Journal: :Social Science Research Network 2021

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first dimension covers the modeling liability (or funding liquidity), second dedicated to market whereas third considers management asset-liability matching). purpose this propose methodological and practical framework order perform stress testing progr...

Journal: :Open Mathematics 2022

Abstract The asset-liability management problem with cash flow under an uncertain exit time has been investigated in this article, which is based on the fundamental framework of mean-variance model multi-period version. liability and random will affect asset optimization, while investor may be forced to withdraw from investments a probability at each period our model. closed-form expressions fo...

Journal: :European Journal of Pure and Applied Mathematics 2019

Journal: :Academic Voices: A Multidisciplinary Journal 2016

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