An edition of Pension fund risk management (2010)

Pension fund risk management

financial and actuarial modeling

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Cover of: Pension fund risk management by editors, Marco Micocci, Greg N. Gregoriou, and Giovanni Batista Masala.
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July 15, 2023 | History
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An edition of Pension fund risk management (2010)

Pension fund risk management

financial and actuarial modeling

by and

  • 0 Ratings
  • 2 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Chapman & Hall/CRC
Language
English
Pages
728

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Previews available in: English

Subjects
Risk management, Pension trusts, Gestion du risque, BUSINESS & ECONOMICS, Industrial Management, Management, Management Science, Organizational Behavior

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Edition Availability
Cover of: Pension Fund Risk Management
Pension Fund Risk Management: Financial and Actuarial Modeling
2010, Taylor & Francis Group
in English
Libraries near you: WorldCat
Cover of: Pension Fund Risk Management
Pension Fund Risk Management: Financial and Actuarial Modeling
2010, Taylor & Francis Group
in English
Libraries near you: WorldCat
Cover of: Pension fund risk management
Pension fund risk management: financial and actuarial modeling
2010, Chapman & Hall/CRC
in English
Libraries near you: WorldCat

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Book Details

Table of Contents

Quantifying investment risk in pension funds / Shane Francis Whelan
Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Chang Shih-Chieh, 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 non-constant 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
Embedded options in 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 Hürlimann
The retirement decision : current influences on the timing of retirement among older workers / Gaobo Pang, Mark J. Warshawsky and Ben Weitzer
Insuring defined benefit plan 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 UK pension fund accounting rules / Paul John Marcel Klumpes and Stuart Manson
Risk based supervision of pension funds in the Netherlands / Dirk Broeders and Marc Pröpper
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 / Paul A. Smith and David A. Love
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 Martí-Ballester and Diego Prior-Jiménez
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, Cristina Ortiz, Jose Luis Sarto, and Luis Vicente.

Edition Notes

Includes bibliographical references and index.

Published in
Boca Raton, FL
Series
Chapman & hall/crc finance series -- 5

Classifications

Dewey Decimal Class
658.3/253
Library of Congress
HD7105.4 .P464 2010, HD7105.4.P464 2010

The Physical Object

Pagination
p. cm.
Number of pages
728

ID Numbers

Open Library
OL23980345M
Internet Archive
isbn_9781439817520
ISBN 10
1439817529
ISBN 13
9781439817520
LCCN
2009030223
OCLC/WorldCat
677991582, 318875294

Source records

Library of Congress MARC record
Library of Congress MARC record
Better World Books record
amazon.com record
marc_columbia MARC record
marc_columbia MARC record
harvard_bibliographic_metadata record
marc_nuls MARC record
Internet Archive item record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
July 15, 2023 Edited by ImportBot import existing book
March 7, 2023 Edited by MARC Bot import existing book
January 1, 2023 Edited by MARC Bot import existing book
December 25, 2022 Edited by MARC Bot import existing book
December 30, 2009 Created by ImportBot Imported from Library of Congress MARC record