Individual asset liability management

Abstract

Click to increase image sizeClick to decrease image size Acknowledgements The authors would like to thank M. A. H. Dempster and H. G. Go, who were instrumental in the development of the fundamental concepts on which iALM is founded, and C. Kitahara and G. W. P. Thompson for their major roles in the design and implementation of this decision-support tool. We also acknowledge the helpful comments of two anonymous referees. The development of iALM was initiated in collaboration with Morgan Stanley. We would like to thank Trevor Harris and particularly Richard Foster for his many original ideas, insights and support.