2 search results - page 1 / 1 » ALM Modeling for Dutch Pension Funds in an Era of Pension Re... |
OR
2006
Springer
13 years 4 months ago
2006
Springer
This paper describes the features of a multistage ALM recourse model in light of the recent pension reform in the Netherlands. The main results are explicit modeling of indexation...
ANOR
2010
13 years 4 months ago
2010
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recou...