An ALM model for pension funds using integrated chance constraints (Q1958618)
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scientific article; zbMATH DE number 5795195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ALM model for pension funds using integrated chance constraints |
scientific article; zbMATH DE number 5795195 |
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An ALM model for pension funds using integrated chance constraints (English)
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4 October 2010
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modeling
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ALM
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integrated chance constraints
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multistage mixed-integer recourse
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