Vlerk, Maarten H. van der; Klein Haneveld, W.K.; … - Faculteit Economie en Bedrijfskunde, Rijksuniversiteit … - 2000
A pension fund has to match the portfolio of long-term liabilities with the portfolio of assets. Key instruments in strategic Asset Liability Management (ALM) are the adjustments of the contribution rate of the sponsor and the reallocation of the investments in several asset classes at various...