Robustness for Asset-Liability Management of Pension Funds

Keyphrases

• Pension Funds 100%
• Asset Liability Management 100%
• Dynamic Allocation 66%
• Robust Dynamics 66%
• Model Uncertainty 33%
• Two-level 33%
• Bayesian Approach 33%
• Uncertainty Levels 33%
• Asset Allocation 33%
• Parameter Uncertainty 33%
• Asset Management 33%
• Recursive Preferences 33%
• Penalty Method 33%
• Uncertainty Parameters 33%

Economics, Econometrics and Finance

• Asset-Liability Management 100%
• Portfolio Selection 66%
• Investors 33%
• Bayesian 33%