Optimal multistage defined-benefit pension fund management
Year of publication: |
[2018]
|
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Authors: | Consigli, Giorgio ; Moriggia, Vittorio ; Benincasa, Elena ; Landoni, Giacomo ; Petronio, Filomena ; Vitali, Sebastiano ; Tria, Massimo di ; Skoric, Mario ; Uristani, Angelo |
Published in: |
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets. - Cham : Springer Nature, ISBN 978-3-319-61318-5. - 2018, p. 267-296
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Subject: | Pension fund management | Multistage stochastic programming | Scenario tree Solvency ratio | Defined benefits | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management |
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