Performance Enhancements for Defined Benefit Pension Plans

DOI10.1007/978-1-4419-9586-5_3zbMath1405.91265OpenAlexW2154731479MaRDI QIDQ4613811

Koray D. Simsek, John M. Mulvey, Mehmet Vural, Thomas Bauerfeind

Publication date: 25 January 2019

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-9586-5_3

zbMATH Keywords

pension plansrisk managementasset allocationfinancial optimizationasset and liability managementsurplus optimization

Mathematics Subject Classification ID

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Cites Work

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• Generating Scenario Trees for Multistage Decision Problems
• A stochastic programming model for asset liability management of a Finnish pension company
• Improving performance for long-term investors: wide diversification, leverage, and overlay strategies
• Scenario generation and stochastic programming models for asset liability management

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