Pension fund risk management : financial and actuarial modeling /
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| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, Fla. :
Chapman & Hall/CRC,
Ã2010.
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| Series: | Chapman & Hall/CRC finance series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Quantifying investment risk in pension funds / Shane Francis Whelan
- Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang
- Performance and risk measurement for pension funds / Auke Plantinga
- Pension funds under inflation risk / Aihua Zhang
- Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida
- Dynamic asset and liability management / Ricardo Matos Chaim
- Pension fund asset allocation under uncertainty / Wilma de Groot and Laurens Swinkels
- Differenct stakeholders' risks in DB pension funds / Theo Kocken and Anne de Kreuk
- Financial risk in pension funds : application of value at risk methodology / Marcin Fedor
- Pension scheme asset allocation with taxation arbitrage, risk sharing, and default insurance / Charles Sutcliffe
- Longevity risk and private pensions / Pablo Antolin
- Actuarial funding of dismissal and resignation risks / Werner Hurlimann
- Retirement decision : current influences on the timing of retirement among older workers / Gaobo Pang, Mark J. Warshawsky, and Ben Weitzer
- Insuring defined benefit plans in Germany / Ferdinand Mager and Christian Schmieder
- The securitization of longevity risk in pension schemes : the case of Italy / Susanna Levantesi, Massimiliano Menzietti, and Tiziana Torri
- Corporate risk management and pension asset allocation / Yong Li.
- Competition among pressure groups over the determination of U.K. pension fund accounting rules / Paul John Marcel Klumpes and Stuart Manson
- Improving the equity, transparency, and solvency of pay-as-you-go pension systems : NDCs, the AB, and ABMs / Carlos Vidal-Melia, Maria del Carmen Boado-Penas, and Ole Sterrergren
- Risk-based supervision of pension funds in the Netherlands / Dirk Broeders and Marc Propper
- Policy considerations for hedging risks in mandatory defined contribution pensions through better default options / Gregorio Impavido
- Pension risk and household saving over the life cycle / David A. Love and Paul A. Smith
- Public and private DC pension schemes, termination indemnities, and optimal funding of pension system in Italy / Marco Micocci, Giovanni B. Masala, Giuseppina Cannas
- Efficiency analysis in the Spanish pension funds industry : a frontier approach
- Carmen-Pilar Marti-Ballester and Diego Prior-Jimenez
- Pension funds under investments constraints : an assessment of the opportunity cost to the Greek social security system / Nikolaos T. Milonas, George A. Papachristou, Theodore A. Roupas
- Pension fund deficits and stock market efficiency: evidence from the United Kingdom / Weixi Liu and Ian Tonks
- Return -based style analysis applied to Spanish balanced pension plans / Laura Andreu [and others].