عنوان

Pension fund risk management

9781439817520 (alk. paper)

لاتين

edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala

Pension fund risk management

2010

xxxvi, 728 p.

Chapman & Hall/CRC finance series

مرجع به حساب نمي آيد

Includes bibliographical references and index.

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 Huجerlimann -- 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 press

financial and actuarial modeling

Pension trusts

Risk Management

مولف

Micocci, Marco.

edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala