Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla
| Year of publication: |
2009
|
|---|---|
| Authors: | Maurer, Raimond ; Mitchell, Olivia S. ; Rogalla, Ralph |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 25-34
|
| Subject: | Finanzmarkt | Financial market | Risiko | Risk | Altersvorsorge | Retirement provision | Deutschland | Germany | Pensionsverpflichtungen | Pension obligations | Kapitaldeckungsverfahren | Fully funded system | Altersversorgung im öffentlichen Dienst | Civil service pension | Beamte | Civil servants |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517602