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

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Revision as of 20:13, 19 March 2024

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