Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102)
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scientific article; zbMATH DE number 6811607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints |
scientific article; zbMATH DE number 6811607 |
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Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (English)
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23 November 2017
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ALM
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stochastic programming
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insolvency risk
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supplementary pension
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optimal allocation
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