Evaluation and Simulation of Liability Determined Investment Models

>Evaluation and Simulation of Liability Determined Investment Models

Evaluation and Simulation of Liability Determined Investment Models

This report shows evaluation and simulation techniques. This work is not only verifying these techniques but also comparing different mathematical programming approaches applied to a pension fund. The five approaches are discussed in detail in Schwaiger et al. (2007).

2018-10-11T11:39:59+00:00 4 October 2018|