A stochastic programming model for asset liability management of a Finnish pension company (Q2480243)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic programming model for asset liability management of a Finnish pension company |
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A stochastic programming model for asset liability management of a Finnish pension company (English)
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31 March 2008
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stochastic optimization
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asset-liability management
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econometric modeling
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discretization
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