Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science
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9781441995858, 9781441995865
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Performance Enhancements for Defined Benefit Pension Plans

2011 ◽  
pp. 43-71 ◽  
Author(s):  
John M. Mulvey ◽  
Thomas Bauerfeind ◽  
Koray D. Simsek ◽  
Mehmet T. Vural
Keyword(s):  
Pension Plans ◽  
Defined Benefit ◽  
Defined Benefit Pension Plans

Dynamic Portfolio Management for Property and Casualty Insurance

2011 ◽  
pp. 99-124 ◽  
Author(s):  
Giorgio Consigli ◽  
Massimo di Tria ◽  
Michele Gaffo ◽  
Gaetano Iaquinta ◽  
Vittorio Moriggia ◽  
...  
Keyword(s):  
Portfolio Management ◽  
Dynamic Portfolio ◽  
Property And Casualty Insurance

Structuring Bilateral Energy Contract Portfolios in Competitive Markets

2011 ◽  
pp. 203-226 ◽  
Author(s):  
Antonio Alonso-Ayuso ◽  
Nico di Domenica ◽  
Laureano F. Escudero ◽  
Celeste Pizarro
Keyword(s):  
Competitive Markets

Hedging Market and Credit Risk in Corporate Bond Portfolios

2011 ◽  
pp. 73-98 ◽  
Author(s):  
Patrizia Beraldi ◽  
Giorgio Consigli ◽  
Francesco De Simone ◽  
Gaetano Iaquinta ◽  
Antonio Violi
Keyword(s):  
Credit Risk ◽  
Corporate Bond ◽  
Bond Portfolios

Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming

2011 ◽  
pp. 163-179 ◽  
Author(s):  
Rosella Giacometti ◽  
Maria Teresa Vespucci ◽  
Marida Bertocchi ◽  
Giovanni Barone Adesi
Keyword(s):  
Stochastic Programming
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