An edition of Pension fund risk management
(2010)
Pension fund risk management
financial and actuarial modeling
by Marco Micocci and Greg N. Gregoriou
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| Edition | Availability |
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1
Pension fund risk management: financial and actuarial modeling
2010, Chapman & Hall/CRC
in English
1439817529 9781439817520
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2
Pension Fund Risk Management: Financial and Actuarial Modeling
2010, Taylor & Francis Group
in English
1439817545 9781439817544
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3
Pension Fund Risk Management: Financial and Actuarial Modeling
2010, Taylor & Francis Group
in English
0429150172 9780429150173
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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.
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| July 15, 2023 | Edited by ImportBot | import existing book |
| December 16, 2022 | Edited by MARC Bot | import existing book |
| February 11, 2019 | Created by MARC Bot | import existing book |