Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS - MaRDI portal

ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945)

From MaRDI portal
scientific article; zbMATH DE number 6881259
Language Label Description Also known as
English
ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS
scientific article; zbMATH DE number 6881259

    Statements

    title
    ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (English)
    0 references
    publication date
    6 June 2018
    0 references
    zbMATH Keywords
    pension funds
    0 references
    modeling
    0 references
    asset liability management
    0 references
    multistage stochastic programming
    0 references
    linear programming
    0 references
    integrated chance constraint
    0 references

    Identifiers

    DOI
    10.1017/asb.2017.49
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    90C15
    0 references
    91G10
    0 references
    zbMATH DE Number
    6881259
    0 references
    OpenAlex ID
    W2964345923
    0 references
    arXiv ID
    1503.05343
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4562945&oldid=36397276"
    Powered by MediaWiki