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Pension Fund Risk Management Financial and Actuarial Modeling 1st Edition by Marco Micocci ISBN 1439817529 9781032917573

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Pension Fund Risk Management Financial and Actuarial Modeling 1st Edition Marco Micocci Digital Instant Download

Author(s): Marco Micocci
ISBN(s): 1439817529
Edition: 1
File Details: PDF, 5.96 MB
Year: 2009
Language: english
SKU: EB-2117710 Category: Tag:

Pension Fund Risk Management Financial and Actuarial Modeling 1st Edition by Marco Micocci – Ebook PDF Instant Download/Delivery: 1439817529, 9781032917573
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Product details:

ISBN 10: 1439817529 
ISBN 13: 9781032917573
Author: Marco Micocci

As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new technical tools for addressing pension risk from an integr

Pension Fund Risk Management Financial and Actuarial Modeling 1st Table of contents:

PART I: Financial Risk Management

  1. Quantifying Investment Risk in Pension Funds

  2. Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism

  3. Performance and Risk Measurement for Pension Funds

  4. Pension Funds under Inflation Risk

  5. Mean-Variance Management in Stochastic Aggregated Pension Funds with Nonconstant Interest Rate

  6. Dynamic Asset and Liability Management

  7. Pension Fund Asset Allocation under Uncertainty

  8. Different Stakeholders’ Risks in DB Pension Funds

  9. Financial Risk in Pension Funds: Application of Value at Risk Methodology

  10. Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing, and Default Insurance

PART II: Technical Risk Management

  1. Longevity Risk and Private Pensions

  • Actuarial Funding of Dismissal and Resignation Risks

  • Retirement Decision: Current Influences on the Timing of Retirement among Older Workers

  • Insuring Defined Benefit Plans in Germany

  1. The Securitization of Longevity Risk in Pension Schemes: The Case of Italy

PART III: Regulation and Solvency Topics

  1. Corporate Risk Management and Pension Asset Allocation

  2. Competition among Pressure Groups over the Determination of U.K. Pension Fund Accounting Rules

  3. Improving the Equity, Transparency, and Solvency of Pay-as-You-Go Pension Systems: NDCs, the AB, and ABMs

  4. Risk-Based Supervision of Pension Funds in the Netherlands

  5. Policy Considerations for Hedging Risks in Mandatory Defined Contribution Pensions through Better Default Options

  6. Pension Risk and Household Saving over the Life Cycle

PART IV: International Experience in Pension Fund Risk Management

  1. Public and Private DC Pension Schemes, Termination Indemnities, and Optimal Funding of Pension System in Italy

  2. Efficiency Analysis in the Spanish Pension Funds Industry: A Frontier Approach

  3. Pension Funds under Investment Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System

  4. Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom

  5. Return-Based Style Analysis Applied to Spanish Balanced Pension Plans

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Tags: Marco Micocci, Pension Fund, Financial