On integrated chance constraints in ALM for pension funds (Q4562945)
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scientific article; zbMATH DE number 6881259
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| English | On integrated chance constraints in ALM for pension funds |
scientific article; zbMATH DE number 6881259 |
Statements
ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (English)
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6 June 2018
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pension funds
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modeling
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asset liability management
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multistage stochastic programming
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linear programming
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integrated chance constraint
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0.8859257698059082
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0.7757726907730103
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0.7446959614753723
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