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to protect the confidential and proprietary information included in this material, it may not be disclosed or provided to any third parties without the approval of hewitt…
837 derivatives and pension fund asset-liability management meije smink department of finance erasmus university / national science foundation (nwo) p.o. box 1738 rotterdam,…
asset liability modelling and pension schemes: the application of robust optimization to ussasset liability modelling and pension schemes: the application of robust optimization
1. asset/liability management for pension funds using cvar constraints research report #2001-10erik bogentoft1 , h. edwin romeijn2 , and stanislav uryasev3 risk management…
afrika statistika vol. 13 (3), 2018, pages 1733 –1758. doi: http://dx.doi.org/10.16929/as/1733.131 afrika statistika issn 2316-090x asset liability management for tanzania
575 asset/liability-management for pension funds: some general remarks gunther baum first the adequacy of asset/liability-management-concepts for driving the strategic asset…
j inkmann and d blake: pension liability valuation and asset allocation in the presence of funding risk 1 pension liability valuation and asset allocation in the presence…
© 2010 northern trust corporation northerntrust.com northern trust 2010 program solutions conference investment solutions in an uncertain world: what’s next? asset &…
asset liability suite clear accurate responsive value for money asset liability suite is willis towers watson’s defined benefit pension fund management software 1 asset…
- - assetliability management for pension funds using cvar constraints erik bogentoft h edwin romeijn stanislav uryasev erik bogentoft t his article develops a formal frame-…
management for pension funds: a multistage for pension funds: a multistage stochastic programming model and a equilibrium risk measuring method sistema maxwell / laboratório
this pdf is a selection from an out-of-print volume from the national bureau of economic research volume title: financial aspects of the united states pension system volume…
record of society of actuaries 1995 vol 21 no 4b assetliability matching for pension plans moderator: ross mark krinsky panelist: richard q wendt recorder: richard q wendt…
joachim inkmann and zhen shi are at the department of finance university of melbourne level 12 198 berkeley street vic 3010 australia they can be contacted via e-mail: jinkmann@unimelbeduau…
linköping studies in science and technology. theses no. 1778 licentiate theses asset liability management for tanzania pension funds mwakisisile, andongwisye john department…
università degli studi di cagliari dottorato di ricerca economia e gestione aziendale ciclo xxiii a quantitative model for the asset liability management of a pension fund…
asset liability management risks in banking interest rate risk : risk that arises when the interest income/ market value of the bank is sensitive to the interest rate fluctuations.…
challenging multiemployer pension withdrawal liability assessments evaluating whether to challenge assessments, navigating the procedural framework, and leveraging defenses…
edhec survey of the asset and liability management practices of european pension funds june 2010 an edhec-risk institute publication institute sponsored by: 2 we thank axa…
asset liability modelling and pension schemes: the application of robust optimization to uss article accepted version platanakis, e. and sutcliffe, c. (2017) asset liability modelling …