2003-06-20Buch
A stochastic programming model for asset liability management of a Finnish pension company
Hilli, Petri; Koivu, Matti; Pennanen, Teemu; Ranne, Antero
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension company. In many respects the model resembles those presented in the literature , but it has some ...