A stochastic programming model for funding single premium deferred annuities

Søren S. Nielsen, Stavros A. Zenios. A stochastic programming model for funding single premium deferred annuities. Math. Program., 75:177-200, 1996.

@article{NielsenZ96a,
  title = {A stochastic programming model for funding single premium deferred annuities},
  author = {Søren S. Nielsen and Stavros A. Zenios},
  year = {1996},
  tags = {programming},
  researchr = {https://researchr.org/publication/NielsenZ96a},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {75},
  pages = {177-200},
}