Pages that link to "Item:Q1363425"
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The following pages link to A stochastic programming model for funding single premium deferred annuities (Q1363425):
Displaying 14 items.
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
- A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Asset and liability modelling for participating policies with guarantees (Q2462133) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning (Q5131732) (← links)
- A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market (Q6160189) (← links)
