Add to ORKGDISCUSSION PAPER PI-0102 Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phas
In this project, we simulate the operation of a stylized jointly sponsored pension plan (JSPP) and a...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
AbstractDefined benefit pension plan sponsors have taken on greater risks for sponsoring these plans...
We consider the choices available to a defined contribution (DC) pension plan member at the time of ...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9709) / BLDSC - British Lib...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015578 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038204 / BLDSC - British Library D...
Presented to the Workshop on Interest Rate Risk held Vancouver (CA), 19-20 Aug 1994Available from Br...
Quantitative finance has become these last years a extraordinary field of research and interest as w...
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Risk measurement as applicable for insurers (Solvency 2) or banks (Basel 2)can also be consid- ered ...
Purpose of this paper: we study the asset allocation problem for a pension fund which maximizes the ...
The aim of the paper is to deal with the solvency requirements for Defined Contributions Pension fun...
The aim of our contribution is to develop a technique for rebalancing pension fund portfolios in fun...
Investment regulations and defined contribution pensions This paper assesses the impact of different...
In this project, we simulate the operation of a stylized jointly sponsored pension plan (JSPP) and a...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
AbstractDefined benefit pension plan sponsors have taken on greater risks for sponsoring these plans...
We consider the choices available to a defined contribution (DC) pension plan member at the time of ...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9709) / BLDSC - British Lib...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015578 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038204 / BLDSC - British Library D...
Presented to the Workshop on Interest Rate Risk held Vancouver (CA), 19-20 Aug 1994Available from Br...
Quantitative finance has become these last years a extraordinary field of research and interest as w...
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Risk measurement as applicable for insurers (Solvency 2) or banks (Basel 2)can also be consid- ered ...
Purpose of this paper: we study the asset allocation problem for a pension fund which maximizes the ...
The aim of the paper is to deal with the solvency requirements for Defined Contributions Pension fun...
The aim of our contribution is to develop a technique for rebalancing pension fund portfolios in fun...
Investment regulations and defined contribution pensions This paper assesses the impact of different...
In this project, we simulate the operation of a stylized jointly sponsored pension plan (JSPP) and a...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
AbstractDefined benefit pension plan sponsors have taken on greater risks for sponsoring these plans...