Serving the pension funds

Given changing demographics and their long-term investment horizon, pension funds have traditionally found it difficult to use standard techniques to manage their assets and liabilities holistically. With markets continuing to be in the doldrums, the future retirement income of millions of people is in jeopardy.

In their hour of need, pension fund managers are calling in the quants to help put asset and liability management on a firmer quantitative footing. Consultants are developing a new breed of dynamic stochastic models to address pension funds’ particular needs, but how do they overcome the shortcomings of more primitive models (view article)? Beyond theoretical advances, technology is also evolving as pension fund managers’ awareness of quantitative risk management increases. Vendors continue

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