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Case Studies | Mathematics | Indonesia | Volume 6 Issue 3, March 2017

College Fund Growth Projection as Asset Liability Management Model (ALM)

Sari Dewi ^[5] | Ricky Yesanto P.S | Habib Asyrafy

Abstract: Procurement of college fund assets to reduce benefits promises made by plan sponsors to participants and beneficiaries-in other words, the college fund liabilities. Therefore the college fund investment policy should be set in a way that explicitly integrates exposure to college fund liabilities. The traditional approach to retirement investments have split factor the risk of liability, which has resulted in a portfolio which may be appropriate in assets, but which are subject to risk when evaluated relative to liabilities. efficient investment policy can be designed to avoid risks appreciated if exposure obligation explicitly integrated into investment frameworks. In this paper, we determine the distribution of portfolio return as Normal distribution.

Keywords: Asset, Liability, College Fund

Edition: Volume 6 Issue 3, March 2017,

Pages: 1507 - 1509

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