"Dynamic stochastic programming for asset-liability management."

Giorgio Consigli, M. A. H. Dempster (1998)

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DOI: 10.1023/A%3A1018992620909

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type: Journal Article

metadata version: 2020-08-13

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Giorgio Consigli, M. A. H. Dempster:
Dynamic stochastic programming for asset-liability management. Ann. Oper. Res. 81: 131-162 (1998)

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