MARC record from Internet Archive

LEADER: 04203cam 2200373 a 4500
001 9922742470001661
005 20161129163407.0
008 090724s2010 flua b 001 0 eng
010 $a 2009030223
020 $a9781439817520 (alk. paper)
020 $a1439817529 (alk. paper)
035 $a(CSdNU)u400151-01national_inst
035 $a(OCoLC)318875294
035 $a(OCoLC)318875294
035 $a(OCoLC)318875294
040 $aDLC$cDLC$dYDX$dBTCTA$dUKM$dYDXCP$dCDX$dBWX
049 $aCNUM
050 00 $aHD7105.4$b.P464 2010
082 00 $a658.3/253$222
245 00 $aPension fund risk management :$bfinancial and actuarial modeling / $cedited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala.
260 $aBoca Raton, FL :$bChapman & Hall/CRC,$cc2010.
300 $axxxvi, 728 p. :$bill ;$c25 cm.
440 0 $aChapman & Hall/CRC finance series
504 $aIncludes bibliographical references and index.
505 0 $aQuantifying 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 ... [et al.].
650 0 $aPension trusts.
650 0 $aRisk management.
700 1 $aMicocci, Marco.
700 1 $aGregoriou, Greg N.,$d1956-
700 1 $aMasala, Giovanni Batista.
947 $fSOBM-FIN$hCIRCSTACKS$p$99.95$q1
949 $aHD7105.4 .P464 2010$i31786102617120
994 $a92$bCNU
999 $aHD 7105.4 .P464 2010$wLC$c1$i31786102617120$d8/7/2013$e8/6/2013 $lCIRCSTACKS$mNULS$n1$q1$rY$sY$tBOOK$u4/19/2010