Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Duarte, Thiago B. (VerfasserIn)
Weitere Verfasser:	Valladão, Davi M. (VerfasserIn), Veiga, Alvaro (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	November 2017
Schlagworte:	ALM > Stochastic programming > Insolvency risk > Supplementary pension > Optimal allocation > Aufsatz in Zeitschrift
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