A Systematic Approach for Asset Liability Management of Pension Funds in a Fuzzy Environment

Author:

Izadbakhsh Hamidreza,Soleymanzadeh Ahmad,Davari Ardakani Hamed,Zarinbal Marzieh, , , ,

Publisher

CMV Verlag

Reference40 articles.

1. Abedin Khan, M., (2000), Risk Management in Social Security, Civil Servants Pension Organization.

2. Micro-Modeling of Retirement Decisions in Germany

3. Chaim, R.M. (2006). Combining ALM and system dynamics in pension funds. The 24th International Conference of System Dynamics Society, Netherlands.

4. Chidozie, O., & Campus, E. (2012). Management of Pension Fund in Nigeria: Challenges and Prospects. A thesis submitted for the degree of Master of Science (MSc). University of Nigeria.

5. Dert, C. (1995). Asset liability management for pension funds: a multistage chance constrained programming approach. A thesis submitted for the degree of doctor of philosophy. Erasmus University.

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