A stochastic programming model for asset liability management of a Finnish pension company

P. Hilli, M. Koivu, T. Pennanen, A. Ranne

Research output: Contribution to journalArticleScientificpeer-review

31 Citations (Scopus)
Original languageEnglish
Pages (from-to)115-139
JournalAnnals of Operations Research
Volume152
Issue number1
Publication statusPublished - 2007
MoE publication typeA1 Journal article-refereed

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