Pension fund risk management : financial and actuarial modeling /: financial and actuarial modeling. (2010)

• Record Type: Book
• Further Information: Note: Edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala.
• Editors: Gregoriou, Greg N, 1956-; Micocci, Marco; Masala, Giovanni Batista
• Contents: Financial Risk Management; Quantifying Investment Risk in Defined Benefit Pension Plans, Shane Francis Whelan Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism, Bill Shih-Chieh Chang and Evan Ya-Wen Hwang Performance and Risk Measurement for Pension Funds, Auke Plantinga Optimal Investment for a Pension Fund under Inflation Risk, Aihua Zhang Pension Funds under Inflation Risk, Aihua Zhang Mean-Variance Management in Stochastic Aggregated Pension Funds with Nonconstant Interest Rates, Ricardo Josa Fombellida Dynamic Asset and Liability Management, Ricardo Matos Chaim Pension Fund Asset Allocation under Uncertainty, Wilma de Groot and Laurens Swinkels Different Stakeholder’s Risks in DB 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 Technical Risk Management; 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 Plans 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 Regulation and Solvency Topics; 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 Improving the Equity, Transparency, and Solvency of Pay-as-You-Go Pension Systems: NDCs, the AB, and ABMs, Carlos Vidal-Meliá, María del Carmen Boado-Penas, and Ole Settergren 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, David A. Love and Paul A. Smith International Experience in Pension Fund Risk Management; Public and Private DC Pension Schemes, Termination Indemnities, and Optimal Funding of Pension System in Italy, Marco Micocci, Giovanni B. Masala, and Giuseppina Cannas Efficiency Analysis in the Spanish Pension Funds Industry: A Frontier Approach, Carmen-Pilar Martí-Ballester and Diego Prior-Jiménez Pension Funds under Investment Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System, Nikolaos T. Milonas, George A. Papachristou, and 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, José Luis Sarto, and Luis Vicente Index
• Publisher Details: Boca Raton, Florida : CRC Press, Taylor & Francis Group
• Publication Date: 2010
• Copyright Date: 2010
• Extent: 1 online resource (766 pages), illustrations
• Subjects: 658.3/253; Pension trusts; Risk management; Pension trusts; Risk management; Electronic books
• Languages: English
• ISBNs: 9781439817544; 1439817545
• Related ISBNs: 9781439817520
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.