ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945)
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scientific article; zbMATH DE number 6881259
Language | Label | Description | Also known as |
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English | ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS |
scientific article; zbMATH DE number 6881259 |
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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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