Title:   Asset Liability Management for Pension Plans

Speaker:  Louis Doiron,  School of Mathematical and Computational Sciences 

Abstract:  Pension Plans with their long liability duration have significant interest risk exposure and Asset Liability Management is used to decrease risk while simultaneously increasing portfolio yield, meeting cash flow requirements, and adding positive convexity to the investment portfolio backing up the pension plan liabilities within a given set of risk tolerances and constraints.

(For further information please contact Dr. Kai Liu at kailiu@upei.ca)