Hochreiter, Ronald. 2003. Approximation and coupling of probability distributions for Asset Liability Management scenario generation. nternational Symposium on Mathematical Programming (ISMP 2003), Copenhagen, Dänemark, August 2003.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Approximation and coupling of probability distributions for Asset Liability Management scenario generation |
Event | nternational Symposium on Mathematical Programming (ISMP 2003) |
Year | 2003 |
Date | August 2003 |
Country | Denmark |
Location | Copenhagen |
Associations
- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)