Asset-liability management for Czech pension funds using stochastic programming
type: Item
instance of: scholarly article
title: Asset-liability management for Czech pension funds using stochastic programming
zbMATH Open document ID: 1163.90681
author: Jitka Dupačová
author: Jan Polívka
published in: Annals of Operations Research
publication date: 2009-06-25T00:00:00Z
full work available at URL: http://edoc.hu-berlin.de/18452/8960
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5570685
zbMATH Keywords: defined contribution plan
zbMATH Keywords: ALM
zbMATH Keywords: scenario-based stochastic programs
zbMATH Keywords: output analysis
zbMATH Keywords: case study
MaRDI profile type: Publication
OpenAlex ID: W2087223814
cites work: Introduction to Stochastic Programming
cites work: Scenario-based stochastic programs: Resistance with respect to sample
cites work: Portfolio optimization via stochastic programming: Methods of output analysis
cites work: Scenario reduction in stochastic programming
cites work: The Innovest Austrian Pension Fund Financial Planning Model InnoALM
cites work: Generating Scenario Trees for Multistage Decision Problems
cites work: Q4486940
cites work: Q4251839
DOI: 10.1007/S10479-008-0358-6
description: scientific article; zbMATH DE number 5570685