Sciweavers

ANOR
2007
67views more  ANOR 2007»
13 years 5 months ago
A stochastic programming model for asset liability management of a Finnish pension company
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...
Petri Hilli, Matti Koivu, Teemu Pennanen, Antero R...