Pension fund risk management : financial and actuarial modeling
ed. by Marco Micocci; Greg N. Gregoriou; Giovanni Batista Masala
| Year of publication: |
2010
|
|---|---|
| Other Persons: | Micocci, Marco (contributor) ; Gregoriou, Greg N. (contributor) ; Masala, Giovanni Batista (contributor) |
| Publisher: |
Boca Raton, Fla. [u.a.] : CRC Press |
| Subject: | Pensionskasse | Pension fund | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Finanzierung |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Published items: |
26 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | XXXVI, 728 S. graph. Darst. |
|---|---|
| Series: | Chapman & Hall - CRC finance series. - Boca Raton, Fla. [u.a.] : Chapman & Hall - CRC, ZDB-ID 2493246-2. - Vol. 5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Includes bibliographical references and index. - Enth. 26 Beitr. 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. 1201 |
| ISBN: | 978-1-4398-1752-0 ; 1-4398-1752-9 |
| Classification: | Banken, Versicherungen ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003860772