Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints |
scientific article |
Statements
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (English)
0 references
23 November 2017
0 references
ALM
0 references
stochastic programming
0 references
insolvency risk
0 references
supplementary pension
0 references
optimal allocation
0 references
0 references
0 references
