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A stochastic programming model for asset liability management of a Finnish pension company

โœ Scribed by Petri Hilli; Matti Koivu; Teemu Pennanen; Antero Ranne

Publisher
Springer US
Year
2006
Tongue
English
Weight
839 KB
Volume
152
Category
Article
ISSN
0254-5330

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Constraint logic programming is a relatively new and promising paradigm. In this paper it is shown that this approach yields flexible tools to support financial decision making. As an example we present an asset and liability management model implemented in the CHIP language.