Streutker Matthijs H

Matthijs H Streutker

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Found 2 papers in total
Indexation of Dutch pension rights in multistage recourse ALM (asset liability management) models
2010
Indexation (correction for inflation) of defined benefit pension rights is an...
An ALM model for pension funds using integrated chance constraints
2010
We discuss integrated chance constraints in their role of short-term risk constraints...
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