scientific article; zbMATH DE number 1304960

MaRDI QIDQ4251875zbMATH OpenFDO

Authors C. Guus E. Boender, P. C. van Aalst, F. Heemskerk

Publication date 13 July 2000

zbMATH Keywords

allocation of the assetsasset/liability problempension plans

Mathematics Subject Classification ID

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• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures
• Estimating VAR models for the term structure of interest rates

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