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Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman &
US $216.00
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- Buy It NowPension Fund Risk Management: Financial and Actuarial Modeling (Chapman &
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Item specifics
- Condition
- EAN
- 9781439817520
- UPC
- 9781439817520
- ISBN
- 9781439817520
- MPN
- N/A
- Book Title
- Pension Fund Risk Management: Financial and Actuar
About this product
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1439817529
ISBN-13
9781439817520
eBay Product ID (ePID)
72951641
Product Key Features
Number of Pages
764 Pages
Publication Name
Pension Fund Risk Management : Financial and Actuarial Modeling
Language
English
Subject
Decision-Making & Problem Solving, Finance / General, General
Publication Year
2010
Type
Textbook
Subject Area
Mathematics, Business & Economics
Format
Hardcover
Dimensions
Item Height
1.8 in
Item Weight
41.7 Oz
Item Length
9.4 in
Item Width
6.4 in
Additional Product Features
Intended Audience
College Audience
LCCN
2009-030223
Reviews
A strength of this approach is the variety of angles and insights which it provides - there were no shortage of ideas. … This book is perfect for those who would like a broad view of the current landscape or who have a question that is specifically tackled by one of the chapters … this book covered a lot of interesting material and concepts, and had some impressive chapters. … well worth dipping into. -John Hatchett, Annals of Actuarial Science, Vol. 5, 2011, A strength of this approach is the variety of angles and insights which it provides -- there were no shortage of ideas. ... This book is perfect for those who would like a broad view of the current landscape or who have a question that is specifically tackled by one of the chapters ... this book covered a lot of interesting material and concepts, and had some impressive chapters. ... well worth dipping into. --John Hatchett, Annals of Actuarial Science, Vol. 5, 2011, A strength of this approach is the variety of angles and insights which it provides e" there were no shortage of ideas. e This book is perfect for those who would like a broad view of the current landscape or who have a question that is specifically tackled by one of the chapters e this book covered a lot of interesting material and concepts, and had some impressive chapters. e well worth dipping into. e"John Hatchett, Annals of Actuarial Science, Vol. 5, 2011, A strength of this approach is the variety of angles and insights which it provides 'e" there were no shortage of ideas. 'e¦ This book is perfect for those who would like a broad view of the current landscape or who have a question that is specifically tackled by one of the chapters 'e¦ this book covered a lot of interesting material and concepts, and had some impressive chapters. 'e¦ well worth dipping into. 'e"John Hatchett, Annals of Actuarial Science, Vol. 5, 2011
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
658.3/253
Table Of Content
Financial Risk Management Quantifying Investment Risk in Defined Benefit Pension Plans, Shane Francis Whelan Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism, Bill Shih-Chieh Chang and Evan Ya-Wen Hwang Performance and Risk Measurement for Pension Funds, Auke Plantinga Optimal Investment for a Pension Fund under Inflation Risk, Aihua Zhang Pension Funds under Inflation Risk, Aihua Zhang Mean-Variance Management in Stochastic Aggregated Pension Funds with Nonconstant Interest Rates, Ricardo Josa Fombellida Dynamic Asset and Liability Management, Ricardo Matos Chaim Pension Fund Asset Allocation under Uncertainty, Wilma de Groot and Laurens Swinkels Different Stakeholder's Risks in DB Pension Funds, Theo Kocken and Anne de Kreuk Financial Risk in Pension Funds: Application of Value at Risk Methodology, Marcin Fedor Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing, and Default Insurance, Charles Sutcliffe Technical Risk Management Longevity Risk and Private Pensions, Pablo Antolin Actuarial Funding of Dismissal and Resignation Risks, Werner Hürlimann The Retirement Decision: Current Influences on the Timing of Retirement among Older Workers, Gaobo Pang, Mark J. Warshawsky, and Ben Weitzer Insuring Defined Benefit Plans in Germany, Ferdinand Mager and Christian Schmieder The Securitization of Longevity Risk in Pension Schemes: The Case of Italy, Susanna Levantesi, Massimiliano Menzietti, and Tiziana Torri Regulation and Solvency Topics Corporate Risk Management and Pension Asset Allocation, Yong Li Competition among Pressure Groups over the Determination of UK Pension Fund Accounting Rules, Paul John Marcel Klumpes and Stuart Manson Improving the Equity, Transparency, and Solvency of Pay-as-You-Go Pension Systems: NDCs, the AB, and ABMs, Carlos Vidal-Meliá, María del Carmen Boado-Penas, and Ole Settergren Risk-Based Supervision of Pension Funds in the Netherlands, Dirk Broeders and Marc Pröpper Policy Considerations for Hedging Risks in Mandatory Defined Contribution Pensions through Better Default Options, Gregorio Impavido Pension Risk and Household Saving over the Life Cycle, David A. Love and Paul A. Smith International Experience in Pension Fund Risk Management Public and Private DC Pension Schemes, Termination Indemnities, and Optimal Funding of Pension System in Italy, Marco Micocci, Giovanni B. Masala, and Giuseppina Cannas Efficiency Analysis in the Spanish Pension Funds Industry: A Frontier Approach, Carmen-Pilar Martí-Ballester and Diego Prior-Jiménez Pension Funds under Investment Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System, Nikolaos T. Milonas, George A. Papachristou, and Theodore A. Roupas Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom, Weixi Liu and Ian Tonks Return-Based Style Analysis Applied to Spanish Balanced Pension Plans, Laura Andreu, Cristina Ortiz, José Luis Sarto, and Luis Vicente Index
Synopsis
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., This book addresses the two most relevant problems in pension fund risk management: financial risk and technical risk. Providing a comprehensive overview of the modern risks of the pension fund sector, the acclaimed editors and contributors offer possible solutions and a global perspective. The first part of the book deals with financial risk management and ALM strategies for pension funds. The second section discusses technical risk management and some of its important topics, including longevity risk and private pensions. The final portion of the text covers a variety of regulatory topics and integrates various cultures' relationship to pension fund risk management.
LC Classification Number
HD7105.4.P464 2010
Item description from the seller
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- z***s (2506)- Feedback left by buyer.Past 6 monthsVerified purchaseThe item was spot-on, even better than the photos, and arrived in perfect condition. The packaging was highly professional, which is why the item came in superb, pristine condition. The seller was excellent with their communication, and I could not have been happier. I WILL buy from them again!Rockin Australia by James Anfuso (#156490333182)
- l***l (1529)- Feedback left by buyer.Past monthVerified purchaseGreat Seller! Excellent communication! Paperback was well-packed. Shipment via USPS went flawlessly.
- p***s (2457)- Feedback left by buyer.Past yearVerified purchaseGreat item at a great price: Seller prepped, packed and shipped expertly and with lightning speed! Item arrived exactly as described; AN OVERALL EXCELLENT TRANSACTION! Thanks Seller!!!!BERLIN TP BOOK 03 CITY OF LIGHT (MR) by Lutes, Jason (#156333981582)
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Seller feedback (7,854)
- z***s (2506)- Feedback left by buyer.Past 6 monthsVerified purchaseThe item was spot-on, even better than the photos, and arrived in perfect condition. The packaging was highly professional, which is why the item came in superb, pristine condition. The seller was excellent with their communication, and I could not have been happier. I WILL buy from them again!Rockin Australia by James Anfuso (#156490333182)
- l***l (1529)- Feedback left by buyer.Past monthVerified purchaseGreat Seller! Excellent communication! Paperback was well-packed. Shipment via USPS went flawlessly.
- p***s (2457)- Feedback left by buyer.Past yearVerified purchaseGreat item at a great price: Seller prepped, packed and shipped expertly and with lightning speed! Item arrived exactly as described; AN OVERALL EXCELLENT TRANSACTION! Thanks Seller!!!!BERLIN TP BOOK 03 CITY OF LIGHT (MR) by Lutes, Jason (#156333981582)