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100
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OR
2006
Springer
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Operations Research
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OR 2006
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ALM Modeling for Dutch Pension Funds in an Era of Pension Reform
15 years 3 months ago
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www.rug.nl
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...
Willem K. Klein Haneveld, Matthijs H. Streutker, M...
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