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A Parallel Multi-Criterion Evolutionary Approach for Pension Fund Asset Liability Management.

Christian von LückenBenjamín BaránFabián LauferMargarita RojasWalter DelgadoMariano Escurra
Published in: JCIS (2006)
Keyphrases
  • asset liability management
  • genetic algorithm
  • parallel processing
  • stochastic programming
  • evolutionary computation
  • multistage
  • linear program
  • special case
  • shared memory