Pension fund risk management
financial and actuarial modeling
- ISBN: 9781439817520
- Editorial: Routledge
- Fecha de la edición: 2010
- Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 721
- Idiomas: Inglés
Eds. Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala. 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.
Eds. Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
