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~subject:"Pensionskasse"
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Pensionskasse
Theorie
69
Theory
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Mathematical programming
53
Mathematische Optimierung
53
Stochastic process
21
Stochastischer Prozess
21
Ganzzahlige Optimierung
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Portfolio selection
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stochastic programming
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Entscheidung unter Unsicherheit
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Scheduling problem
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Electric power industry
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Elektrizitätswirtschaft
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Operations research
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Stochastic integer programming
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Pension fund
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Risikoaversion
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Stochastic Programming
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Utility function
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Algorithm
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Algorithmus
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English
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Klein Haneveld, Willem K.
3
Streutker, Matthijs H.
3
Vlerk, Maarten H. van der
3
Duque, Daniel
1
Morton, David P.
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Pagnoncelli, Bernardo K.
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Annals of operations research
1
Computational Management Science : CMS
1
Journal of pension economics and finance : JPEF
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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ECONIS (ZBW)
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An ALM model for pension funds using integrated chance constraints
Klein Haneveld, Willem K.
;
Streutker, Matthijs H.
; …
-
2010
Persistent link: https://www.econbiz.de/10003983913
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2
Collective adjustment of pension rights in ALM models
Klein Haneveld, Willem K.
;
Streutker, Matthijs H.
; …
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10008992057
Saved in:
3
ALM modeling for Dutch pension funds in an era of pension reform
Klein Haneveld, Willem K.
;
Streutker, Matthijs H.
; …
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 601-606)
.
2007
Persistent link: https://www.econbiz.de/10003472313
Saved in:
4
How good are default investment policies in defined contribution pension plans?
Duque, Daniel
;
Morton, David P.
;
Pagnoncelli, Bernardo K.
- In:
Journal of pension economics and finance : JPEF
20
(
2021
)
2
,
pp. 252-272
Persistent link: https://www.econbiz.de/10012505367
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