Asset-liability optimization for pension fund management

Authors:   Pflug GC, Swietanowski A

Publication Year:   1999

Reference:  Operations Research Proceedings 1999, Selected Papers of the Symposium on Operations Research (SOR 99), K. Inderfurth et al. (eds)
1-3 September 1999, Magdeburg, Germany, Springer-Verlag, Heidelberg, Germany, pp. 124-135 [1999]

[ISBN 3-540-67094-7]

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