Pages that link to "Item:Q5945850"
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The following pages link to Scenario generation and stochastic programming models for asset liability management (Q5945850):
Displaying 50 items.
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities (Q296965) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Scenario construction and reduction applied to stochastic power generation expansion planning (Q339532) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach (Q723935) (← links)
- Generating interest rate scenarios for bank asset liability management (Q928295) (← links)
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- Retirement saving with contribution payments and labor income as a benchmark for investments (Q951345) (← links)
- Scenario modelling for selective hedging strategies (Q951509) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Simulation and optimization approaches to scenario tree generation (Q953641) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Treasury management model with foreign exchange exposure (Q2574065) (← links)
- Constructing branching trees of geostatistical simulations (Q2676486) (← links)
- Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
- Projections of pension fund solvency under alternative valuation regimes (Q3077740) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)
- Robust production and transportation planning in thin film transistor-liquid crystal display (TFT-LCD) industry under demand and price uncertainties (Q3163152) (← links)
- (Q3585654) (← links)
- (Q3604331) (← links)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
- Performance Enhancements for Defined Benefit Pension Plans (Q4613811) (← links)
- Dynamic Portfolio Management for Property and Casualty Insurance (Q4613814) (← links)
