Investment Performance Measurement and Probability Distribution of Pension Assets, Liabilities and Surplus

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Author: Dan diBartolomeo

Investment Performance Measurement and Probability Distribution of Pension Assets, Liabilities and S…

This article is important reading for anyone involved in asset/liability management.  But it will be of special interest to insurance companies and pension funds in their constant struggle to coordinate asset inflows with payment outflows.  Making the task particularly daunting, the author propose, is the inconsistency in how the two are priced and measured.

 

Investment Performance Measurement and Probability Distribution of Pension Assets, Liabilities and Surplus

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