Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and liabilities is a relevant issue for most insurance companies. This paper considers such a scenario, where different assets can be aggregated to better match a liability (or the other...

Background: Uncertainty conditions have been increasingly considered in optimization problems arising in real-life transportation and logistics activities. Generally, the analysis of complex systems in these non-deterministic environments is approached with simulation techniques. However,...