Pension fund investments and the valuation of liabilities under conditional indexation

Insurance: Mathematics and Economics

Volumn 42, Issue 1, 2008, Pages 1-13

  de Jong, Frank ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Pension funds; Portfolio choice; Valuation of liabilities

Indexed keywords

EID: 38649104455     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.11.004     Document Type: Article

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