Multistage Stochastic Programming Model of Portfolio Selection for Life Insurance Companies in China

Ran Qu, Zhenting Qu. Multistage Stochastic Programming Model of Portfolio Selection for Life Insurance Companies in China. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 274-278, IEEE Computer Society, 2009. [doi]

Abstract

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