A stochastic programming model for asset liability management of a Finnish pension company (Q2480243)
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scientific article; zbMATH DE number 5255834
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| English | A stochastic programming model for asset liability management of a Finnish pension company |
scientific article; zbMATH DE number 5255834 |
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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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0.8335021138191223
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0.8116759657859802
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