Research

Pension fund risk management

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Title	Pension fund risk management
Period	04 / 2007 - 12 / 2010
Status	Completed
Research number	OND1325234
Data Supplier	NWO

Abstract

The project is to build a risk management system for pension funds and insurance companies. Specifically, the system will contains asset and liability models of the financial institutions and a set of optimization routines for risk management purpose.

Related organisations

Secretariat	CentER for Research in Economics and Business (UvT)
Financier	NWO National Computing Facilities Foundation (NWO)

Related people

Project leader	Prof.dr. F.C.J.M. de Jong

Classification

A50000	Economics
D43000	Economics