Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints
| Year of publication: |
2009
|
|---|---|
| Authors: | Maurer, Raimond ; Mitchell, Olivia S. ; Rogalla, Ralph |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 1, p. 25-35
|