Can stocks help mend the asset and liability mismatch?

DOI10.1080/03461230902815736zbMath1224.91178OpenAlexW1966173863MaRDI QIDQ3077757

Boualem Djehiche, Jonas Rinné

Publication date: 22 February 2011

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

Full work available at URL: https://doi.org/10.1080/03461230902815736

zbMATH Keywords

pension fundsolvencytarget capitalasset and liabilityempirical duration

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Performance measurement of pension strategies: a case study of Danish life cycle products ⋮ Performance measurement of pension strategies: a case study of Danish life-cycle products

Cites Work

• Asset/liability management under uncertainty for fixed-income securities
• Standard approaches to asset & liability risk**
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