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  • Search: subject:"ALM model"
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Year of publication
Subject
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ALM model 2 LDI strategy 2 Monte Carlo simulation 2 Moroccan civil pensions regime 2 economic scenario generation (ESG) 2 reserves fund 2 solvency 2 strategic allocation 2 Monte-Carlo-Simulation 1 Pension fund 1 Pensionskasse 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Aitoutouhen, Latifa 2 Hamza, Faris 2
Published in...
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Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Strategic allocation of reserve pension funds: Application of ALM model and LDI technique
Aitoutouhen, Latifa; Hamza, Faris - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 381-425
This article will focus on the research for the strategic allocation of reserve fund of the Moroccan pension scheme in order to ensure and improve its solvency. The first aim of this paper is to construct and test an Economic Scenario Generator (ESG) based on a model inspired of the Ahlgrim...
Persistent link: https://www.econbiz.de/10014494482
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Cover Image
Strategic allocation of reserve pension funds : application of ALM model and LDI technique
Aitoutouhen, Latifa; Hamza, Faris - In: Revista de métodos cuantitativos para la economía y … 28 (2019), pp. 381-425
This article will focus on the research for the strategic allocation of reserve fund of the Moroccan pension scheme in order to ensure and improve its solvency. The first aim of this paper is to construct and test an Economic Scenario Generator (ESG) based on a model inspired of the Ahlgrim...
Persistent link: https://www.econbiz.de/10012258834
Saved in:
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