Asset liability management for Tanzania: pension funds by stochastic programming

MaRDI QIDQ1711522zbMATH OpenFDO

Authors John Andongwisye, Larsson Torbjörn, Martin Singull, Allen Mushi

Publication date 18 January 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1544583713

zbMATH Keywords

asset liability managementpay-as-you-go pension fundscenario treesstochastic programming

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic programming (90C15)

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(3)

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