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Asset liability management for the Bank of Uganda defined benefits scheme by stochastic programming.

Herbert MukalaziTorbjörn LarssonJuma KasoziFred Mayambala
Published in: Oper. Res. Decis. (2022)
Keyphrases
  • asset liability management
  • stochastic programming
  • multistage
  • linear program
  • chance constrained
  • robust optimization
  • objective function
  • linear programming
  • risk averse
  • optimal solution
  • lower bound
  • decision making