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Volumn 8, Issue 1-2, 2011, Pages 137-156

Collective adjustment of pension rights in ALM models

Author keywords

Asset liability management; Indexation; Pension funds

Indexed keywords


EID: 79952451458     PISSN: 1619697X     EISSN: 16196988     Source Type: Journal    
DOI: 10.1007/s10287-009-0111-x     Document Type: Article
Times cited : (2)

References (8)
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    • 0031145910 scopus 로고    scopus 로고
    • A hybrid simulation/optimisation scenario model for asset/liability management
    • Boender CGE (1997) A hybrid simulation/optimisation scenario model for asset/liability management. Eur J Oper Res 99: 126-135.
    • (1997) Eur J Oper Res , vol.99 , pp. 126-135
    • Boender, C.G.E.1
  • 2
    • 0001094449 scopus 로고    scopus 로고
    • Modelling & management of assets & liabilities of pension plans in the Netherlands
    • W. T. Ziemba and J. M. Mulvey (Eds.), Cambridge: Cambridge University Press
    • Boender CGE, van Aalst PC, Heemskerk F (1998) Modelling & management of assets & liabilities of pension plans in the Netherlands. In: Ziemba WT, Mulvey JM (eds) Worldwide asset and liability modeling. Cambridge University Press, Cambridge, pp 561-580.
    • (1998) Worldwide Asset and Liability Modeling , pp. 561-580
    • Boender, C.G.E.1    van Aalst, P.C.2    Heemskerk, F.3
  • 3
  • 4
    • 79952447118 scopus 로고    scopus 로고
    • Working paper 1403, CESIfo Institute for Economic Research, Ludwig Maximilians University, Munich
    • Bovenberg AL, Knaap T (2005) Ageing, funded pensions and the Dutch economy. Working paper 1403, CESIfo Institute for Economic Research, Ludwig Maximilians University, Munich.
    • (2005) Ageing, funded pensions and the Dutch economy
    • Bovenberg, A.L.1    Knaap, T.2
  • 6
    • 77949472862 scopus 로고    scopus 로고
    • Indexation of Dutch pension rights in multistage recourse ALM models
    • doi: 10. 1093/imaman/dpp010
    • Klein Haneveld WK, Streutker MH, van der Vlerk MH (2009) Indexation of Dutch pension rights in multistage recourse ALM models. IMA J Manag Math. doi: 10. 1093/imaman/dpp010.
    • (2009) IMA J Manag Math
    • Klein Haneveld, W.K.1    Streutker, M.H.2    van der Vlerk, M.H.3
  • 8
    • 29444453965 scopus 로고    scopus 로고
    • Reform of occupational pensions in the Netherlands
    • van Ewisk CD (2005) Reform of occupational pensions in the Netherlands. Economist 153: 331-347.
    • (2005) Economist , vol.153 , pp. 331-347
    • van Ewisk, C.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.