Discounted Downside Risk: The Time Dimension of Asset–Liability Management

Robert van der Meer and Meije Smink
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Robert van der Meer: [1] Member of Management Committee of Fortis Insurance Group [2] Part-tme Professor of Investments, University of Groningen
Meije Smink: Formerly a researcher at Erasmus University

The Geneva Papers on Risk and Insurance - Issues and Practice, 1999, vol. 24, issue 2, 182-188

Date: 1999
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