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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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 funds in the United States, United Kingdom, Netherlands, Germany, Italy, Greece, and Spain. It also examines the rules and regulations of pension funds.
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Add this copy of Pension Fund Risk Management: Financial and Actuarial to cart. $225.46, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by CRC Press.
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Seller's Description:
New. Print on demand Sewn binding. Paper over boards. 764 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman & Hall/CRC Finance.