MARC Record from marc_columbia

LEADER: 04756cam a2200373 a 4500
001 7678877
005 20221201015437.0
008 090724t20102010flua b 001 0 eng
010 $a 2009030223
020 $a9781439817520 (alk. paper)
020 $a1439817529 (alk. paper)
024 $a40017605445
035 $a(OCoLC)ocn318875294
035 $a(OCoLC)318875294
035 $a(NNC)7678877
035 $a7678877
040 $aDLC$cDLC$dYDX$dBTCTA$dUKM$dYDXCP$dOrLoB-B
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,$c[2010], ©2010.
300 $axxxvi, 728 pages :$billustrations ;$c25 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aChapman & Hall/CRC finance series
504 $aIncludes bibliographical references and index.
505 00 $gCh. 1.$tQuantifying investment risk in pension funds /$rShane Francis Whelan -- $gCh. 2.$tInvestment decision in defined contribution pension schemes incorporating incentive mechanism /$rBill Shih-Chieh Chang and Evan Ya-Wen Hwang -- $gCh. 3.$tPerformance and risk measurement for pension funds /$rAuke Plantinga -- $gCh. 4.$tPension funds under inflation risk /$rAihua Zhang -- $gCh. 5.$tMean-variance management in stochastic aggregated pension funds with nonconstant interest rate /$rRicardo Josa Fombellida -- $gCh. 6.$tDynamic asset and liability management /$rRicardo Matos Chaim -- $gCh. 7.$tPension fund asset allocation under uncertainty /$rWilma de Groot and Laurens Swinkels -- $gCh. 8.$tDifferent stakeholders' risks in DB pension funds /$rTheo Kocken and Anne de Kreuk -- $gCh. 9.$tFinancial risk in pension funds : application of value at risk methodology /$rMargin Fedor -- $gCh. 10.$tPension scheme asset allocation with taxation arbitrage, risk sharing, and default insurance /$rCharles Sutcliffe -- $gCh. 11.$tLongevity risk and private pensions /$rPablo Antoun -- $gCh. 12.$tActuarial funding of dismissal and resignation risks /$rWerner Horlimann -- $gCh. 13.$tRetirement decision : current influences on the timing of retirement among older workers /$rGaobo Pang, Mark J. Warshawsky and Ben Weitzer -- $gCh. 14.$tInsuring defined benefit plans in Germany /$rFerdinand Mager and Christian Schmeider -- $gCh. 15.$tThe securitization of longevity risk in pension schemes : the case of Italy /$rSusanna Levantesi, Massimiliano Menzietti and Tiziana Torri -- $gCh. 16.$tCorporate risk management and pension asset allocation /$rYong Li -- $gCh. 17.$tCompetition among pressure groups over the determination of U.K. pension fund accounting rules /$rPaul John Marcel Klumpes and Stuart Manson -- $gCh. 18.$tImproving the equity, transparency, and solvency of pay-as-you-go pension systems : NDCs, the AB, and ABMs /$rCarlos Vidal-Melia, Maria del Carmen Boado-Penas and Ole Settergren -- $gCh. 19.$tRisk-based supervision of pension funds in the Netherlands /$rDirk Broeders and Marc Propper -- $gCh. 20.$tPolicy considerations for hedging risks in mandatory defined contribution pensions through better default options /$rGregorio Impavido -- $gCh. 21.$tPension risk and household saving over the life cycle /$rDavid A. Love and Paul A. Smith -- $gCh. 22.$tPublic and private DC pension schemes, termination indemnities, and optimal funding of pension system in Italy /$rMarco Micocci, Giovanni B. Masala and Giuseppina Cannas -- $gCh. 23.$tEfficiency analysis in the Spanish pension funds industry : a frontier approach /$rCarmen-Pilar Marti-Ballester and Diego Prior-Jimenez -- $gCh. 24.$tPension funds under investment constraints : an assessment of the opportunity cost to the Greek social security system /$rNikolaos T. Milonas, George A. Papachristou and Theodore A. Roupas -- $gCh. 25.$tPension fund deficits and stock market efficiency : evidence from the United Kingdom /$rWeixi Lu and Ian Tonks -- $gCh. 26.$tReturn-based style analysis applied to Spanish balanced pension plans /$rLaura Andreu, Cristina Ortiz, Jose Luis Sarto and Luis Vicente.
650 0 $aPension trusts.$0http://id.loc.gov/authorities/subjects/sh85099579
650 0 $aRisk management.$0http://id.loc.gov/authorities/subjects/sh85114200
700 1 $aMicocci, Marco.$0http://id.loc.gov/authorities/names/no2007119994
700 1 $aGregoriou, Greg N.,$d1956-$0http://id.loc.gov/authorities/names/n2003104504
700 1 $aMasala, Giovanni Batista.$0http://id.loc.gov/authorities/names/n2009045907
830 0 $aChapman & Hall/CRC finance series.$0http://id.loc.gov/authorities/names/no2009067157
852 00 $boff,bus$hHD7105.4$i.P464 2010