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Asset-liability management for Czech pension funds using stochastic programming.

Jitka DupacováJan Polívka
Published in: Ann. Oper. Res. (2009)
Keyphrases
  • asset liability management
  • stochastic programming
  • multistage
  • linear program
  • chance constrained
  • robust optimization
  • linear programming
  • dynamic programming
  • third party