A dynamic model for asset liability management for defined benefit pension funds

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	World-Wide Asset and Liability Modeling
Editors	W.T. Ziemba, J.M. Mulvey
Place of Publication	Cambridge
Publisher	Cambridge University Press
Pages	501-536
Number of pages	37
Publication status	Published - 1998

Persistent URL (handle)

@inbook{f447303bbc194b479ec7b634e19d06ec,

title = "A dynamic model for asset liability management for defined benefit pension funds",

author = "C.L. Dert",

year = "1998",

language = "English",

pages = "501--536",

editor = "W.T. Ziemba and J.M. Mulvey",

booktitle = "World-Wide Asset and Liability Modeling",

publisher = "Cambridge University Press",

}