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]