An ALM model for pension funds using integrated chance constraints
type: Item
instance of: scholarly article
title: An ALM model for pension funds using integrated chance constraints
zbMATH Open document ID: 1195.91170
author: Willem K. Klein Haneveld
author: Matthijs H. Streutker
author: Maarten H. van der Vlerk
published in: Annals of Operations Research
publication date: 2010-10-04T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 5795195
zbMATH Keywords: modeling
zbMATH Keywords: ALM
zbMATH Keywords: integrated chance constraints
zbMATH Keywords: multistage mixed-integer recourse
describes a project that uses: SLP-IOR
MaRDI profile type: Publication
full work available at URL: s10479-009-0594-4
OpenAlex ID: W2005137490
cites work: Q4343733
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cites work: Q4251839
DOI: 10.1007/S10479-009-0594-4
description: scientific article; zbMATH DE number 5795195