Collective adjustment of pension rights in ALM models
type: Item
instance of: scholarly article
title: Collective adjustment of pension rights in ALM models
zbMATH Open document ID: 1214.91128
author: Willem K. Klein Haneveld
author: Matthijs H. Streutker
author: Maarten H. van der Vlerk
published in: Computational Management Science
publication date: 2011-06-22T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5911472
zbMATH Keywords: asset liability management
zbMATH Keywords: pension funds
zbMATH Keywords: indexation
MaRDI profile type: Publication
full work available at URL: s10287-009-0111-x
OpenAlex ID: W2118213704
cites work: A hybrid simulation/optimisation scenario model for asset/liability management
cites work: Q4251875
cites work: Indexation of Dutch pension rights in multistage recourse ALM models
DOI: 10.1007/S10287-009-0111-X
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description: scientific article; zbMATH DE number 5911472