Pension fund risk management
Subtitle: financial and actuarial modeling
By: edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
Series: Chapman & Hall/CRC finance series; Chapman & Hall/CRC finance series
Publisher: Chapman & Hall/CRC
Published: 2010
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 728
ISBN-13: 9781439817520
Notes: Includes bibliographical references and index.
Table of contents: title: Quantifying investment risk in pension funds / Shane Francis Whelan; title: Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang; title: Performance and risk measurement for pension funds / Auke Plantinga; title: Pension funds under inflation risk / Aihua Zhang; title: Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida; title: Dynamic asset and liability management / Ricardo Matos Chaim; title: Pension fund asset allocation under uncertainty / Wilma de Groot and Laurens Swinkels; title: Differenct stakeholders' risks in DB pension funds / Theo Kocken and Anne de Kreuk; title: Financial risk in pension funds : application of value at risk methodology / Marcin Fedor; title: Pension scheme asset allocation with taxation arbitrage, risk sharing, and default insurance / Charles Sutcliffe; title: Longevity risk and private pensions / Pablo Antolin; title: Actuarial funding of dismissal and resignation risks / Werner Hürlimann; title: Retirement decision : current influences on the timing of retirement among older workers / Gaobo Pang, Mark J. Warshawsky, and Ben Weitzer; title: Insuring defined benefit plans in Germany / Ferdinand Mager and Christian Schmieder; title: The securitization of longevity risk in pension schemes : the case of Italy / Susanna Levantesi, Massimiliano Menzietti, and Tiziana Torri; title: Corporate risk management and pension asset allocation / Yong Li; title: Competition among pressure groups over the determination of U.K. pension fund accounting rules / Paul John Marcel Klumpes and Stuart Manson; title: 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 Sterrergren; title: Risk-based supervision of pension funds in the Netherlands / Dirk Broeders and Marc Pröpper; title: Policy considerations for hedging risks in mandatory defined contribution pensions through better default options / Gregorio Impavido; title: Pension risk and household saving over the life cycle / David A. Love and Paul A. Smith; title: Public and private DC pension schemes, termination indemnities, and optimal funding of pension system in Italy / Marco Micocci, Giovanni B. Masala, Giuseppina Cannas; title: Efficiency analysis in the Spanish pension funds industry : a frontier approach; title: Carmen-Pilar Martí-Ballester and Diego Prior-Jiménez; title: 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; title: Pension fund deficits and stock market efficiency: evidence from the United Kingdom / Weixi Liu and Ian Tonks; title: Return -based style analysis applied to Spanish balanced pension plans / Laura Andreu ... [et al.].