عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781439817520 (alk. paper)
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
Title Proper
Pension fund risk management
.PUBLICATION, DISTRIBUTION, ETC
Date of Publication, Distribution, etc.
2010
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxxvi, 728 p.
SERIES
Series Title
Chapman & Hall/CRC finance series
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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
OTHER VARIANT TITLES
Variant Title
financial and actuarial modeling
TOPICAL NAME USED AS SUBJECT
Entry Element
Pension trusts
Entry Element
Risk Management
OTHER CLASS NUMBERS
Class number
658
.
3253
,
P418
,
2010
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
Relator Code
Micocci, Marco.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
