Presented to the Workshop on Interest Rate Risk held Vancouver (CA), 19-20 Aug 1994Available from British Library Document Supply Centre-DSC:3597.5718(9607) / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo
Economic capital, the 0.5th percentile result of a stochastic projection, is the primary risk measur...
DISCUSSION PAPER PI-0102 Pensionmetrics: stochastic pension plan design and value-at-risk during the...
SIGLEAvailable from British Library Document Supply Centre- DSC:DX180536 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038204 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015578 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(0103) / BLDSC - British Lib...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9709) / BLDSC - British Lib...
Key economic variables for pension plan projections are identified. These variables are modeled base...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9810) / BLDSC - British Lib...
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Rev. ed.; first publ. May 1996Available from British Library Document Supply Centre-DSC:3597.5718(96...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...
In this project, we simulate the operation of a stylized jointly sponsored pension plan (JSPP) and a...
Quantitative finance has become these last years a extraordinary field of research and interest as w...
SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9505) / BLDSC - B...
Economic capital, the 0.5th percentile result of a stochastic projection, is the primary risk measur...
DISCUSSION PAPER PI-0102 Pensionmetrics: stochastic pension plan design and value-at-risk during the...
SIGLEAvailable from British Library Document Supply Centre- DSC:DX180536 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038204 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015578 / BLDSC - British Library D...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(0103) / BLDSC - British Lib...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9709) / BLDSC - British Lib...
Key economic variables for pension plan projections are identified. These variables are modeled base...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9810) / BLDSC - British Lib...
The paper describes models that can be used for investigating the behaviour of defined benefit pensi...
Rev. ed.; first publ. May 1996Available from British Library Document Supply Centre-DSC:3597.5718(96...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...
In this project, we simulate the operation of a stylized jointly sponsored pension plan (JSPP) and a...
Quantitative finance has become these last years a extraordinary field of research and interest as w...
SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9505) / BLDSC - B...
Economic capital, the 0.5th percentile result of a stochastic projection, is the primary risk measur...
DISCUSSION PAPER PI-0102 Pensionmetrics: stochastic pension plan design and value-at-risk during the...
SIGLEAvailable from British Library Document Supply Centre- DSC:DX180536 / BLDSC - British Library D...