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Collective adjustment of pension rights in ALM models

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Author Info

  • Willem Klein Haneveld
  • Matthijs Streutker

    ()

  • Maarten Vlerk
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s10287-009-0111-x
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    Bibliographic Info

    Article provided by Springer in its journal Computational Management Science.

    Volume (Year): 8 (2011)
    Issue (Month): 1 (April)
    Pages: 137-156

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    Handle: RePEc:spr:comgts:v:8:y:2011:i:1:p:137-156

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    Web page: http://www.springerlink.com/link.asp?id=111894

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    Related research

    Keywords: Asset liability management; Pension funds; Indexation;

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    1. Eduard Ponds & Bart van Riel, 2007. "The Recent Evolution of Pension Funds in the Netherlands: The Trend to Hybrid DB-DC Plans and Beyond," Working Papers, Center for Retirement Research at Boston College wp2007-9, Center for Retirement Research, revised Apr 2007.
    2. Lans Bovenberg & Thijs Knaap, 2005. "Ageing, Funded Pensions and the Dutch Economy," CESifo Working Paper Series 1403, CESifo Group Munich.
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