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A stochastic programming model for asset liability management of a Finnish pension company.
Petri Hilli
Matti Koivu
Teemu Pennanen
Antero Ranne
Published in:
Ann. Oper. Res. (2007)
Keyphrases
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stochastic programming
asset liability management
management system
multistage
machine learning
linear program
robust optimization
decision support system
theoretical framework
power generation
chance constrained