Pages that link to "Item:Q1958618"
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The following pages link to An ALM model for pension funds using integrated chance constraints (Q1958618):
Displaying 19 items.
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Collective adjustment of pension rights in ALM models (Q545530) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting (Q1989738) (← links)
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
- Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system (Q2241089) (← links)
- Financial planning for Young households (Q2393342) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- The Innovest Austrian Pension Fund Financial Planning Model InnoALM (Q3392209) (← links)
- Indexation of Dutch pension rights in multistage recourse ALM models (Q3557590) (← links)
- ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
- (Q5103839) (← links)
- Higher moment coherent risk measures (Q5423190) (← links)
