Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman & Hall/CRC Finance Series) - Image 1

Price loading...

CRC Press Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman & Hall/CRC Finance Series)

Name: Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman & Hall/CRC Finance Series)
Brand: CRC Press

94 black & white illustrations, 98 black

Economics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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 integrated point of view. Divided into four parts, the book first presents the correct measurement of risk in pension funds, fund dynamics under a performance-oriented arrangement, an attribution model for monitoring the performance and risk of a defined benefit (DB) pension fund, and an optimal investment problem of a defined contribution (DC) pension fund under inflationary risk. It also describes a pension plan from a dynamic optimization viewpoint, the optimal asset allocation of U.S. pension funds, the identification of stakeholders’ risks, value-at-risk (VaR) methodology, and various effects on the asset allocation of DB pension schemes. The second section focuses on the effects of uncertainty on employer-provided DB private pension plan liabilities; wage-based lump sum payments by death, retirement, or dismissal by the employer; fundamental retirement changes; occupational pension insurance in Germany; and longevity risk securitization in pension schemes. In the third part, the book examines employers’ risks, accountability rules and regulations, useful actuarial analysis instruments, risk-based solvency regime in the Netherlands, and the impact of the 2008 global financial crisis on pension participants. The final part covers DB pension freezes and terminations of plans, the two-pillar social security system of Italy, the Greek social security system, the effect of a company’s unfunded pension liabilities on its stock market valuation, and the returns of Spanish balanced pension plans and portfolio performance. With contributions from well-known, international academics and professionals, this book will assist pension fund executives, risk managers, consultants, and academic researchers in attaining a clear picture of the integration of risks in the pension world. It offers a comprehensive, contemporary account of how to handle the risks involved with pension funds.

Key Features

Used Book in Good Condition

Product Specifications

Brand: CRC Press
Model: 94 black & white illustrations, 98 black
Format: hardcover
ASIN: 1439817529
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 25 January 2010
Listed Since: 18 April 2009

Barcode

No barcode data available

CRC Press Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman & Hall/CRC Finance Series)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman & Hall/CRC Finance Series)

Financial Risk Management for Pension Plans (0)

Innovations in Pension Fund Management

Pension Fund Economics and Finance: Efficiency, Investments and Risk-Taking (Routledge International Studies in Money and Banking)

State and Local Pension Fund Management: 147 (Public Administration and Public Policy)

Portfolio Optimization and Performance Analysis (Chapman and Hall/CRC Financial Mathematics Series)

Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)

Economic Challenges of Pension Systems: A Sustainability and International Management Perspective

Portfolio Risk Analysis

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Pensions: Backgrounds, Trends & Issues (Retirement Issues, Plans and Lifestyles)

Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)

Solvency: Models, Assessment and Regulation

State Pension Fund Management - The Challenge of 21st Century Demographics

Finance and Occupational Pensions: Theories and International Evidence

Solvency: Models, Assessment and Regulation

Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)

An Introduction to Computational Risk Management of Equity-Linked Insurance (Chapman and Hall/CRC Financial Mathematics Series)

Risk Management for Institutional Investors: Fulfilling Fiduciary and Strategic Responsibilities

Quantitative Fund Management (Chapman & Hall/CRC Financial Mathematics)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Introduction to Risk Parity and Budgeting (Chapman and Hall/CRC Financial Mathematics Series)