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" Pension fund risk management : "
edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala.
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BL
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| Record Number
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976648
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| Doc. No
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b731018
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| Title & Author
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Pension fund risk management : : financial and actuarial modeling /\ edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala.
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| Publication Statement
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Boca Raton, FL :: Chapman & Hall/CRC,, ©2010.
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| Series Statement
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Chapman & Hall/CRC finance series
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| Page. NO
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xxxvi, 728 pages :: illustrations ;; 25 cm.
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| ISBN
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1439817529
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: 9781439817520
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Quantifying investment risk in pension funds / Shane Francis Whelan -- Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang -- Performance and risk measurement for pension funds / Auke Plantinga -- Pension funds under inflation risk / Aihua Zhang -- Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida -- Dynamic asset and liability management / Ricardo Matos Chaim -- Pension fund asset allocation under uncertainty / Wilma de Groot and Laurens Swinkels -- Differenct stakeholders' 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 -- Longevity risk and private pensions / Pablo Antolin -- Actuarial funding of dismissal and resignation risks / Werner Hürlimann -- 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 -- Corporate risk management and pension asset allocation / Yong Li -- Competition among pressure groups over the determination of U.K. 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 Sterrergren -- 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 -- Public and private DC pension schemes, termination indemnities, and optimal funding of pension system in Italy / Marco Micocci, Giovanni B. Masala, Giuseppina Cannas -- Efficiency analysis in the Spanish pension funds industry : a frontier approach -- Carmen-Pilar Martí-Ballester and Diego Prior-Jiménez -- 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 -- 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 [and others].
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| Subject
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Pension trusts.
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Risk management.
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Finanzmanagement.
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Liquiditätsrisiko.
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Pension trusts.
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Pensionskasse.
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Risikomanagement.
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| Subject
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Risk management.
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| Dewey Classification
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658.3/253
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| LC Classification
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HD7105.4.P464 2010
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| Added Entry
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Gregoriou, Greg N.,1956-
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Masala, Giovanni Batista.
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Micocci, Marco.
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