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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

Related people

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

Classification

A50000 Economics
D43000 Economics

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