A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania |
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A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (English)
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20 January 2020
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pension system modeling
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multistage stochastic integer programming
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alpha-stable distribution
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time consistency
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CVaR
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target date funds
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