Indexation of Dutch pension rights in multistage recourse ALM models

DOI10.1093/IMAMAN/DPP010MaRDI QIDQ3557590zbMATH OpenOpenAlexFDO

Authors 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)

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