Collective adjustment of pension rights in ALM models

DOI10.1007/S10287-009-0111-XzbMath1214.91128OpenAlexW2118213704MaRDI QIDQ545530

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

Publication date: 22 June 2011

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-009-0111-x

zbMATH Keywords

asset liability managementpension fundsindexation

Mathematics Subject Classification ID

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

Related Items (1)

The stochastic programming heritage of Maarten van der Vlerk

Cites Work

• Unnamed Item
• A hybrid simulation/optimisation scenario model for asset/liability management
• Indexation of Dutch pension rights in multistage recourse ALM models

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