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Interaction between asset liability management and risk theory

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Keywords
Omstein-Uhlenbeck process, stochastic differential equation, probability of mismatching, ALM, option theory, 1ST-PASSAGE DENSITY, BOUNDARY, OPTIONS

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Chicago
Deelstra, Griselda, and Jacques Janssen. 1998. “Interaction Between Asset Liability Management and Risk Theory.” Applied Stochastic Models and Data Analysis 14 (4): 295–307.
APA
Deelstra, G., & Janssen, J. (1998). Interaction between asset liability management and risk theory. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, 14(4), 295–307.
Vancouver
1.
Deelstra G, Janssen J. Interaction between asset liability management and risk theory. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS. 1998;14(4):295–307.
MLA
Deelstra, Griselda, and Jacques Janssen. “Interaction Between Asset Liability Management and Risk Theory.” APPLIED STOCHASTIC MODELS AND DATA ANALYSIS 14.4 (1998): 295–307. Print.
@article{137411,
  author       = {Deelstra, Griselda and Janssen, Jacques},
  issn         = {8755-0024},
  journal      = {APPLIED STOCHASTIC MODELS AND DATA ANALYSIS},
  keyword      = {Omstein-Uhlenbeck process,stochastic differential equation,probability of mismatching,ALM,option theory,1ST-PASSAGE DENSITY,BOUNDARY,OPTIONS},
  language     = {eng},
  number       = {4},
  pages        = {295--307},
  title        = {Interaction between asset liability management and risk theory},
  url          = {http://dx.doi.org/10.1002/(SICI)1099-0747(199812)14:4{\textlangle}295::AID-ASM359{\textrangle}3.3.CO;2-0},
  volume       = {14},
  year         = {1998},
}

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