A stochastic programming model for asset liability management of a Finnish pension company (Q2480243)
From MaRDI portal
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
31 March 2008
0 references
stochastic optimization
0 references
asset-liability management
0 references
econometric modeling
0 references
discretization
0 references
