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Pension Fund Risk Management: Financial and Actuarial Modeling - Micocci, Marco (Editor), and Gregoriou, Greg N (Editor), and Masala, Giovanni Batista (Editor)
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With contributions from well-known, international academics and professionals, this book sheds new light on the current state of pension fund risk management and provides new technical tools for addressing pension risk from an integrated point of view. Some of the useful tools presented include VaR, Monte Carlo simulation, notional DC accounts, and actuarial balance and automatic balance mechanisms. The book describes the complex facets of various pension systems, including DB and DC plans, and explores real-world pension ...

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Pension Fund Risk Management: Financial and Actuarial Modeling 2010, CRC Press, Oxford

ISBN-13: 9781439817520

Hardcover