Collective adjustment of pension rights in ALM models

DOI10.1007/S10287-009-0111-XzbMATH Open1214.91128OpenAlexW2118213704MaRDI QIDQ545530FDOQ545530

Authors: Willem K. Klein Haneveld, Matthijs H. Streutker, 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

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zbMATH Keywords

pension fundsasset liability managementindexation

Mathematics Subject Classification ID

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

Cites Work

• A hybrid simulation/optimisation scenario model for asset/liability management
• Indexation of Dutch pension rights in multistage recourse ALM models
• Title not available (Why is that?)

Cited In (2)

• The stochastic programming heritage of Maarten van der Vlerk
• Indexation of Dutch pension rights in multistage recourse ALM models

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