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

DOI10.16929/as/2021.2689.179zbMath1485.62148MaRDI QIDQ2138242

Fred Mayambala, Torbjörn Larsson, Herbert Mukalazi, Juna Kasozi

Publication date: 11 May 2022

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

Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-2/Asset-Liability-Management-for-the-Parliamentary-Pension-Scheme-of-Uganda/10.16929/as/2021.2689.179.full

zbMATH Keywords

stochastic programmingfinanceasset liability managementscenario generation

Mathematics Subject Classification ID

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

Related Items (3)

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Cites Work

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