Stochastic programming framework for Lithuanian pension payout modelling

DOI10.17535/CRORR.2014.0021MaRDI QIDQ3455975zbMATH OpenOpenAlexFDO

Authors Audrius Kabasinskas, Kristina Šutienė, Eimutis Valakevičius, Francesca Maggioni

Publication date 11 December 2015

Published in Croatian operational research review (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.17535/crorr.2014.0021

zbMATH Keywords

long-term strategypension modellingscenario treesingle stage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of mathematical programming (90C90)

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(3)

• Asset-liability management for Czech pension funds using stochastic programming
• A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
• Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas

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