The Innovest Austrian Pension Fund Financial Planning Model InnoALM
From MaRDI portal
Publication:3392209
Recommendations
- ALM modeling for Dutch pension funds in an era of pension reform
- A portfolio approach to the optimal funding of pensions
- scientific article; zbMATH DE number 1304960
- An ALM model for pension funds using integrated chance constraints
- scientific article; zbMATH DE number 2054509
- Stochastic pension fund modelling
- A mathematical model of pension fund operation and methods of fund stability analysis
- A stochastic-dynamic approach to pension funding
Cited in
(24)- Asset-liability management for Czech pension funds using stochastic programming
- Use of stochastic and mathematical programming in portfolio theory and practice
- ALM models based on second order stochastic dominance
- Communication and personal selection of pension saver's financial risk
- HMM based scenario generation for an investment optimisation problem
- An ALM model for pension funds using integrated chance constraints
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision
- Pension fund management with investment certificates and stochastic dominance
- A stochastic programming approach for multi-period portfolio optimization
- Income drawdown option with minimum guarantee
- Optimal chance-constrained pension fund management through dynamic stochastic control
- A moment-matching method to generate arbitrage-free scenarios
- Orderings and Probability Functionals Consistent with Preferences
- On integrated chance constraints in ALM for pension funds
- Optimal retirement planning with a focus on single and joint life annuities
- scientific article; zbMATH DE number 7582872 (Why is no real title available?)
- Cash management using multi-stage stochastic programming
- Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines*
- ALM modeling for Dutch pension funds in an era of pension reform
- Liquidity, risk, and return: specifying an objective function for the management of foreign reserves
- Statistical applications in Finnish pension insurance
- Cashflow-driven investment beyond expectations
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization
This page was built for publication: The Innovest Austrian Pension Fund Financial Planning Model InnoALM
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3392209)
