Search Results - "Chance constrained AND integrated chance constraints programming"

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    Employees Provident Fund (EPF) Malaysia : generic models for asset and liability management under uncertainty

    Authors: Sheikh Hussin, Siti Aida Mitra, G. Roman, D.

    Contributors: Sheikh Hussin, Siti Aida Mitra, G. Roman, D.

    Subject Terms: 519.6, Stochastic optimisation, Pension fund, Scenario generation, Risk adjusted performance measures (RAPM), Chance constrained and integrated chance constraints programming

    Access URL: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575657

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