Projections of pension fund solvency under alternative valuation regimes

DOI10.1080/03461230802281005zbMath1224.91039OpenAlexW2095069277MaRDI QIDQ3077740

Andriy Andreev, Hans-Kristian Sjöholm

Publication date: 22 February 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230802281005

zbMATH Keywords

stochastic processesasset liability managementaccounting standardsfunding ratio returnlong-horizon rate of return

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• A stochastic programming model for asset liability management of a Finnish pension company
• Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
• Scenario generation and stochastic programming models for asset liability management

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