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Search: subject:"Value-based ALM"
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Evaluating the UK and Dutch defined-benefit pension policies using the holistic balance sheet framework
Chen, Zhiqiang
;
Pelsser, Antoon
;
Ponds, Eduard
- In:
Insurance: Mathematics and Economics
58
(
2014
)
C
,
pp. 89-102
multi-period model called
value-based
ALM
to value the embedded options implied by both UK and Dutch pension policies and …
Persistent link: https://www.econbiz.de/10010930897
Saved in:
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Evaluating the UK and Dutsch defined-benefit pension policies using the holistic balance sheet framework
Chen, Zhiqiang
;
Pelsser, Antoon André Jean
;
Ponds, Eduard
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 89-102
Persistent link: https://www.econbiz.de/10010437623
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