Samuel Visser

ING Bank - Netherlands Office

1102 MG Amsterdam

P.O. Box 1800

1000 BV Amsterdam

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

162

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Simulating Pension's Assets and Liabilities in a Regime Switching Framework

Number of pages: 23 Posted: 20 Jan 2014
Samuel Visser and Foort Hamelink
ING Bank - Netherlands Office and Lombard Odier Asset Management (SA)
Downloads 162 (340,805)

Abstract:

Loading...

Regime Switching, Shiller data, asset allocation, ALM, dutch pensions