Indexation of Dutch pension rights in multistage recourse ALM models

IMA Journal of Management Mathematics

Volumn 21, Issue 2, 2010, Pages 131-148

  Klein Haneveld, Willem K ^a   Streutker, Matthijs H ^a   Van Der Vlerk, Maarten H ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Asset liability management; Indexation; Multistage recourse modeling

Indexed keywords

EID: 77949472862     PISSN: 1471678X     EISSN: 14716798     Source Type: Journal    
DOI: 10.1093/imaman/dpp010     Document Type: Article

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