A stochastic programming model for asset liability management of a Finnish pension company (Q2480243): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4369767 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulation of the Russell-Yasuda Kasai Financial Planning Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Economic Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2723584 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic stochastic programming for asset-liability management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The performance of stochastic dynamic and fixed mix portfolio models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Modeling Language for Mathematical Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A heuristic for moment-matching scenario generation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario generation and stochastic programming models for asset liability management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic programming model for funding single premium deferred annuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4152037 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Epi-Convergent Discretizations of Multistage Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Epi-convergent discretizations of stochastic programs via integration quadratures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223182 / rank
 
Normal rank

Latest revision as of 20:32, 27 June 2024

scientific article
Language Label Description Also known as
English
A stochastic programming model for asset liability management of a Finnish pension company
scientific article

    Statements

    A stochastic programming model for asset liability management of a Finnish pension company (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    31 March 2008
    0 references
    0 references
    stochastic optimization
    0 references
    asset-liability management
    0 references
    econometric modeling
    0 references
    discretization
    0 references
    0 references