scientific article; zbMATH DE number 1304958
From MaRDI portal
Publication:4251871
zbMath0927.91008MaRDI QIDQ4251871
Publication date: 16 December 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Economic time series analysis (91B84) Applications of mathematical programming (90C90) Economic growth models (91B62)
Related Items (12)
On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty ⋮ BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems ⋮ Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints ⋮ Performance Enhancements for Defined Benefit Pension Plans ⋮ Structuring Bilateral Energy Contract Portfolios in Competitive Markets ⋮ Pension fund management with investment certificates and stochastic dominance ⋮ The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach ⋮ Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model ⋮ Horizon and stages in applications of stochastic programming in finance ⋮ Discretized reality and spurious profits in stochastic programming models for asset/liability management ⋮ On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming ⋮ Applications of stochastic programming: Achievements and questions
This page was built for publication:
