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A Chance Constrained Programming Approach to Pension Plan Management
A Chance Constrained Programming Approach to Pension Plan Management In this article, the authors introduce a new policy-making model for pension plan funding which openly represents the ...- Authors: Patrick L Brockett, Li Sun, Abraham Charnes
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach This paper presents a new methodology for obtaining fast algorithms and closed form solutions for pricing ...- Authors: Mark Saksonov
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models