Indexation of Dutch pension rights in multistage recourse ALM models

DOI10.1093/IMAMAN/DPP010zbMath1202.91126OpenAlexW2072633759MaRDI QIDQ3557590

Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk

Publication date: 23 April 2010

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpp010

zbMATH Keywords

asset liability managementindexationmultistage recourse modelling

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Collective adjustment of pension rights in ALM models

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