A robust asset-liability management framework for investment products with guarantees (Q331783): Difference between revisions

@@ Property / author @@
-Nalân Gülpinar
@@ Property / author: Nalân Gülpinar / rank @@
-Normal rank
@@ Property / author @@
-Dessislava A. Pachamanova
@@ Property / author: Dessislava A. Pachamanova / rank @@
-Normal rank
@@ Property / author @@
+Nalân Gülpinar
@@ Property / author: Nalân Gülpinar / rank @@
+Normal rank
@@ Property / author @@
+Dessislava A. Pachamanova
@@ Property / author: Dessislava A. Pachamanova / rank @@
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+B50
@@ Property / Mathematics Subject Classification ID: 90B50 / rank @@
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+B25
@@ Property / Mathematics Subject Classification ID: 90B25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
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@@ Property / zbMATH DE Number @@
+6644546
@@ Property / zbMATH DE Number: 6644546 / rank @@
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@@ Property / zbMATH Keywords @@
+uncertainty modeling
@@ Property / zbMATH Keywords: uncertainty modeling / rank @@
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@@ Property / zbMATH Keywords @@
+investment contracts with guarantees
@@ Property / zbMATH Keywords: investment contracts with guarantees / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset-liability management
@@ Property / zbMATH Keywords: asset-liability management / rank @@
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@@ Property / zbMATH Keywords @@
+robust optimization
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+stochastic programming
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@@ Property / cites work @@
+Robust Convex Optimization
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+Publication:331783