Pages that link to "Item:Q1026535"

The following pages link to Asset-liability management for Czech pension funds using stochastic programming (Q1026535):

Displaying 13 items.

• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• ALM models based on second order stochastic dominance (Q1616799) (← links)
• Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
• Special issue: topics in stochastic programming (Q2118069) (← links)
• Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
• On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
• A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
• A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
• (Q5103839) (← links)
• Comparing stage-scenario with nodal formulation for multistage stochastic problems (Q6057723) (← links)