Add to ORKGThis paper examines the problem of investment risk in money purchase pension plans. The disadvantages of modeling equity returns as independent, identically distributed random variables are conSidered, and a modified stochastic model of equity returns is proposed. This modified stochastic model is used to estimate the variability in a plan member\u27s retirement fund and to compare various alternatives to investing 100 percent of the assets in ordinary shares. Varying conclusions are drawn about the likely success of these alternative investment strategies in reducing investment risk
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Using stochastic modelling, we demonstrate that the best investment strategy for the accumulation ph...
This article uses stochastic simulations on a calibrated model to assess the impact of different pen...
This paper examines the problem of investment risk in money purchase pension plans. The disadvantage...
This paper examines the problem of investment risk in money purchase pension plans. The disadvantage...
The aim of the paper is to deal with the solvency requirements for Defined Contributions Pension fun...
The shift from defined benefit to defined contribution plans in the United States has drawn new atte...
The authors consider efficient methods of amortizing actuarial gains and losses in defined-benefit p...
An assumption concerning the long-term rate of return on assets is made by actuaries when they value...
An assumption concerning the long-term rate of return on assets is made by actuaries when they value...
This paper considers the risk of employee pension accounts when there is a large weighting in compan...
This paper presents the use of @RISK simulation to estimate the value of a long-term investment in a...
This paper considers the risk of employee pension accounts when there is a large weighting in compan...
During the 1980s there was a trend in many countries away from defined benefit plans toward defined ...
The aim of this study is to investigate whether smoothed bonus portfolios (SBPs) are effective at m...
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Using stochastic modelling, we demonstrate that the best investment strategy for the accumulation ph...
This article uses stochastic simulations on a calibrated model to assess the impact of different pen...
This paper examines the problem of investment risk in money purchase pension plans. The disadvantage...
This paper examines the problem of investment risk in money purchase pension plans. The disadvantage...
The aim of the paper is to deal with the solvency requirements for Defined Contributions Pension fun...
The shift from defined benefit to defined contribution plans in the United States has drawn new atte...
The authors consider efficient methods of amortizing actuarial gains and losses in defined-benefit p...
An assumption concerning the long-term rate of return on assets is made by actuaries when they value...
An assumption concerning the long-term rate of return on assets is made by actuaries when they value...
This paper considers the risk of employee pension accounts when there is a large weighting in compan...
This paper presents the use of @RISK simulation to estimate the value of a long-term investment in a...
This paper considers the risk of employee pension accounts when there is a large weighting in compan...
During the 1980s there was a trend in many countries away from defined benefit plans toward defined ...
The aim of this study is to investigate whether smoothed bonus portfolios (SBPs) are effective at m...
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Using stochastic modelling, we demonstrate that the best investment strategy for the accumulation ph...
This article uses stochastic simulations on a calibrated model to assess the impact of different pen...