The Geneva Papers on Risk and Insurance (1999) 24, 182–188. doi:10.1111/1468-0440.00014
Discounted Downside Risk: The Time Dimension of Asset–Liability Management
Robert van der Meer1,2 and Meije Smink3
- 1Member of Management Committee of Fortis Insurance Group
- 2Part-tme Professor of Investments, University of Groningen
- 3Formerly a researcher at Erasmus University
