Pension schemes as options on pension fund assets: Implications for pension fund management

Insurance: Mathematics and Economics

Volumn 23, Issue 3, 1998, Pages 263-286

  Blake, David ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Asset allocation; Duration; Fund management; Immunisation; Options; Pension assets and liabilities; Pension schemes

Indexed keywords

EID: 0032585461     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00048-1     Document Type: Article

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