scientific article; zbMATH DE number 1462623

MaRDI QIDQ4486940zbMATH OpenFDO

Authors Georg Ch. Pflug, Artur Świȩtanowski

Publication date 21 June 2000

zbMATH Keywords

stochastic dynamic optimizationasset-liability managementfinancial modelingpension fund management

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15)

Recommendations

• scientific article; zbMATH DE number 1594522
• scientific article; zbMATH DE number 1304958
• Optimal chance-constrained pension fund management through dynamic stochastic control
• scientific article; zbMATH DE number 1031410
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans

Cited in

(11)

• Optimal chance-constrained pension fund management through dynamic stochastic control
• On integrated chance constraints in ALM for pension funds
• Simulation-based optimization of social security systems under uncertainty
• Stochastic programming framework for Lithuanian pension payout modelling
• Twenty years of linear programming based portfolio optimization
• scientific article; zbMATH DE number 2054509 (Why is no real title available?)
• Asset allocation for a DC pension plan with learning about stock return predictability
• Pension fund management with investment certificates and stochastic dominance
• scientific article; zbMATH DE number 1594522 (Why is no real title available?)
• Structured products for pension funds
• Asset-liability management for Czech pension funds using stochastic programming

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4486940)