Asset liability management for Tanzania: pension funds by stochastic programming

zbMath1409.62203MaRDI QIDQ1711522

John Andongwisye, Martin Singull, Larsson Torbjörn, Allen Mushi

Publication date: 18 January 2019

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1544583713

zbMATH Keywords

stochastic programmingasset liability managementscenario treespay-as-you-go pension fund

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic programming (90C15)

Related Items (2)

Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming ⋮ Unnamed Item

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