Retirement planning in individual asset-liability management
type: Item
instance of: scholarly article
title: Retirement planning in individual asset-liability management
zbMATH Open document ID: 1250.91056
author: Giorgio Consigli
author: Gaetano Iaquinta
author: V. Moriggia
author: Massimo di Tria
author: Davide Musitelli
published in: IMA Journal of Management Mathematics
publication date: 2012-10-29T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C29
zbMATH DE Number: 6099735
zbMATH Keywords: multistage stochastic programming
zbMATH Keywords: asset-liability management
zbMATH Keywords: individual retirement planning
zbMATH Keywords: variable life annuities
zbMATH Keywords: private pension plans
MaRDI profile type: Publication
full work available at URL: dps019
OpenAlex ID: W2054634042
DOI: 10.1093/IMAMAN/DPS019
description: scientific article