Fredrik Altenstedt
Department of Mathematics
Chalmers University of Technology
S-412 96 Gothenburg, SWEDEN
Phone: +46 31 7725379
Email: alten@math.chalmers.se
Asset-Liability Management via Stochastic Programming for a Swedish Life Insurance Company
The presentation of my Lic. Thesis, made using Prosper
.For my Lic. Thesis i have developed some programs:
Stochplam , an add-on to the modeling language PLAM, extending it for stochastic programming.
I have also made an implementation of the nesteb benders decomposition, using CPLEX, SOPLEX or glpk as the underlying LP-solver. The code and some benchmarks are available at the BNBS page.
Some useful programs.
A public domain hash table implementation by Kieth Pomakis (in c)
hashtable.c
hashtable.h
A simple memory leak detection program implemented using the above tables: memcheck.c memcheck.h