Modeling assets and liabilities of a finnish pension insurance company: A VEqC approach

Scandinavian Actuarial Journal

Volumn 2005, Issue 1, 2005, Pages 46-76

  Koivu, Matti ^a   Pennanen, Teemu ^a   Ranne, Antero ^b  

^a HELSINKI SCHOOL OF ECONOMICS   (Finland)

^b Ilmarinen Mutual Pension Insurance Company   (Finland)

Author keywords

Asset liability management; Time series analysis; VAR; Vector equilibrium correction model

Indexed keywords

EID: 77949410215     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230510009709     Document Type: Article

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