ALM Modeling for Dutch Pension Funds in an Era of Pension Reform

DOI10.1007/978-3-540-69995-8_95zbMath1209.91081OpenAlexW1529242530MaRDI QIDQ5391865

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

Publication date: 7 April 2011

Published in: Operations Research Proceedings 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_95

Mathematics Subject Classification ID

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

Related Items (2)

An ALM model for pension funds using integrated chance constraints ⋮ Optimal pension fund management under multi-period risk minimization

This page was built for publication: ALM Modeling for Dutch Pension Funds in an Era of Pension Reform