Pension fund risk management
Subtitle: financial and actuarial modeling
By: editors, Marco Micocci, Greg N. Gregoriou, and Giovanni Batista Masala.
Contributors: Micocci, Marco.; Gregoriou, Greg N., 1956-; Masala, Giovanni Batista.
Series: Chapman & hall/crc finance series -- 5
Publisher: Chapman & Hall/CRC
Published: 2010
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 728
ISBN-13: 9781439817520
Subjects: Pension trusts; Risk management
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 Chang Shih-Chieh, 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 non-constant 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: Embedded options in 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: The retirement decision : current influences on the timing of retirement among older workers / Gaobo Pang, Mark J. Warshawsky and Ben Weitzer; title: Insuring defined benefit plan 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 UK pension fund accounting rules / Paul John Marcel Klumpes and Stuart Manson; 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 / Paul A. Smith and David A. Love; 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, Cristina Ortiz, Jose Luis Sarto, and Luis Vicente.