Pension metrics : stochastic pension plan design and value-at-risk during the accumulation phase
David Blake ...
| Year of publication: |
Jan. 2001 ; [Elektronische Ressource]
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| Other Persons: | Blake, David (contributor) ; Cairns, Andrew (contributor) ; Dowd, Kevin (contributor) |
| Institutions: | Pensions Institute (contributor) |
| Publisher: |
London : Pensions Inst., Birkbeck College, Univ. of London |
| Subject: | Pensionskasse | Pension fund | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | Online-Ressource, 35 p. = 329 KB, text ill |
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| Series: | Discussion paper / The Pensions Institute, Cass Business School, City University. - London : [Verlag nicht ermittelbar], ISSN 1367-580X, ZDB-ID 2160655-9. - Vol. 0102 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001539997