Kooperativer Bibliotheksverbund

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Format: XXXVI, 728 S. , graph. Darst.

ISBN: 9781439817520 , 1439817529

Series Statement: Chapman & Hall/CRC finance series

Note: Literaturangaben

Language: English

Subjects: Economics , Mathematics

Keywords: Pensionskasse ; Finanzierung ; Kapitalanlage ; Risikomanagement

URL: Inhaltsverzeichnis

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Format: graph. Darst.

ISSN: 1810-4967

In: Investment management and financial innovations, Sumy : Publishing Company "Business Perspectives", 2008, 6(2009), 4, Seite 67-80, 1810-4967

In: volume:6

In: year:2009

In: number:4

In: pages:67-80

Language: English

Keywords: Aufsatz in Zeitschrift

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Format: graph. Darst.

ISBN: 9780071549523

In: The credit derivatives handbook, New York [u.a.] : McGraw-Hill, 2008, (2008), Seite 95-119, 9780071549523

In: 0071549528

In: year:2008

In: pages:95-119

Language: English

Keywords: Aufsatz im Buch

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Format: graph. Darst.

ISBN: 9781439817520

In: Pension fund risk management, Boca Raton, Fla. [u.a.] : CRC Press, 2010, (2010), Seite 581-596, 9781439817520

In: 1439817529

In: year:2010

In: pages:581-596

Language: English

Keywords: Aufsatz im Buch

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Format: XXXVI, 728 S. , graph. Darst.

ISBN: 9781439817520 , 1439817529

Series Statement: Chapman & Hall - CRC finance series 5

Note: Includes bibliographical references and index. - Enth. 26 Beitr , Quantifying investment risk in pension funds , Investment decision in defined contribution pension schemes incorporating incentive mechanism , Performance and risk measurement for pension funds , Pension funds under inflation risk , Mean variance management in stochastic aggregated pension funds with non-constant interest rate , Dynamic asset and liability management , Pension fund asset allocation under uncertainty , Embedded options in pension funds , Financial risk in pension funds : application of value at risk methodology , Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance , Longevity risk and private pensions , Actuarial funding of dismissal and resignation risks , The retirement decision : current influences on the timing of retirement among older workers , Insuring defined benefit plan in Germany , The securitization of longevity risk in pension schemes : the case of Italy , Corporate risk management and pension asset allocation , Competition among pressure groups over the determination of UK pension fund accounting rules , Risk based supervision of pension funds in the Netherlands , Policy considerations for hedging risks in mandatory defined contribution pensions through better default options , Pension risk and household saving over the life cycle , Public and private DC pension schemes, termination indemnities and optimal funding of pension system in Italy , Efficiency analysis in the Spanish pension funds industry : a frontier approach ; Carmen-Pilar Martí-Ballester and Diego Prior-Jiménez ; Pension funds under investments constraints : an assessment of the opportunity cost to the Greek social security system , Pension fund deficits and stock market efficiency: evidence from the United Kingdom , Return based style analysis applied to Spanish balanced pension plans

Language: English

Subjects: Economics

Keywords: Pensionskasse ; Finanzierung ; Risikomanagement

URL: Inhaltsverzeichnis

URL: Inhaltstext

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Format: Online-Ressource (766 p)

ISBN: 9781439817520

Series Statement: Chapman and Hall / CRC Finance Series

Content: 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 be

Note: Description based upon print version of record , Front cover; Contents; Preface; Editors; Contributor Bios; Contributors; PART I: Financial Risk Management; Chapter 1. Quantifying Investment Risk in Pension Funds; Chapter 2. Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism; Chapter 3. Performance and Risk Measurement for Pension Funds; Chapter 4. Pension Funds under Inflation Risk; Chapter 5. Mean-Variance Management in Stochastic Aggregated Pension Funds with Nonconstant Interest Rate; Chapter 6. Dynamic Asset and Liability Management; Chapter 7. Pension Fund Asset Allocation under Uncertainty , Chapter 8. Different Stakeholders' Risks in DB Pension FundsChapter 9. Financial Risk in Pension Funds: Application of Value at Risk Methodology; Chapter 10. Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing, and Default Insurance*; PART II: Technical Risk Management; Chapter 11. Longevity Risk and Private Pensions; Chapter 12. Actuarial Funding of Dismissal and Resignation Risks; Chapter 13. Retirement Decision: Current Influences on the Timing of Retirement among Older Workers*; Chapter 14. Insuring Defined Benefit Plans in Germany , Chapter 15. The Securitization of Longevity Risk in Pension Schemes: The Case of ItalyPART III: Regulation and Solvency Topics; Chapter 16. Corporate Risk Management and Pension Asset Allocation; Chapter 17. Competition among Pressure Groups over the Determination of U.K. Pension Fund Accounting Rules; Chapter 18. Improving the Equity, Transparency, and Solvency of Pay-as-You-Go Pension Systems: NDCs, the AB, and ABMs; Chapter 19. Risk-Based Supervision of Pension Funds in the Netherlands , Chapter 20. Policy Considerations for Hedging Risks in Mandatory Defined Contribution Pensions through Better Default Options*Chapter 21. Policy Considerations for Hedging Risks in Mandatory Defined Contribution Pensions through Better Default Options*; PART IV: International Experience in Pension Fund Risk Management; Chapter 22. Public and Private DC Pension Schemes, Termination Indemnities, and Optimal Funding of Pension System in Italy; Chapter 23. Efficiency Analysis in the Spanish Pension Funds Industry: A Frontier Approach , Chapter 24. Pension Funds under Investment Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System Chapter 25. Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom; Chapter 26. Return-Based Style Analysis Applied to Spanish Balanced Pension Plans; Index; Back cover

Additional Edition: 9781439817544

Additional Edition: Erscheint auch als Druck-Ausgabe Pension Fund Risk Management : Financial and Actuarial Modeling

Language: English

Keywords: Electronic books

URL: Volltext

URL: Inhaltstext

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Format: graph. Darst.

ISSN: 1810-4967

In: Investment management and financial innovations, Sumy : Publishing Company "Business Perspectives", 2008, 6(2009), 3, Seite 73-83, 1810-4967

In: volume:6

In: year:2009

In: number:3

In: pages:73-83

Language: English

Keywords: Aufsatz in Zeitschrift

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Format: 1 online resource (xxxvi, 728 pages)

ISBN: 9780429150173

Series Statement: Chapman & Hall/CRC finance series

Content: Quantifying investment risk in pension funds / Shane Francis Whelan -- Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang -- Performance and risk measurement for pension funds / Auke Plantinga -- Pension funds under inflation risk / Aihua Zhang -- Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida -- Dynamic asset and liability management / Ricardo Matos Chaim -- Pension fund asset allocation under uncertainty / Wilma de Groot and Laurens Swinkels -- Differenct stakeholders' 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 -- Longevity risk and private pensions / Pablo Antolin -- Actuarial funding of dismissal and resignation risks / Werner Hurlimann -- 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 -- Corporate risk management and pension asset allocation / Yong Li --

Additional Edition: 9781439817520

Additional Edition: Erscheint auch als Druck-Ausgabe 9781439817520

Language: English

DOI: 10.1201/9781439817544

URL: lizenzpflichtig

UID:

Format: XXXVI, 728 S. , graph. Darst. , 25 cm

ISBN: 9781439817520 , 1439817529

Series Statement: Chapman & Hall/CRC finance series

Note: Formerly CIP Uk. - Includes bibliographical references and index. - Quantifying investment risk in pension funds / Shane Francis Whelan -- Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang -- Performance and risk measurement for pension funds / Auke Plantinga -- Pension funds under inflation risk / Aihua Zhang -- Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida -- Dynamic asset and liability management / Ricardo Matos Chaim -- Pension fund asset allocation under uncertainty / Wilma de Groot and Laurens Swinkels -- Differenct stakeholders' 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 -- Longevity risk and private pensions / Pablo Antolin -- Actuarial funding of dismissal and resignation risks / Werner Hürlimann -- 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 -- Corporate risk management and pension asset allocation / Yong Li -- Competition among pressure groups over the determination of U.K. 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 Sterrergren -- 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 -- Public and private DC pension schemes, termination indemnities, and optimal funding of pension system in Italy / Marco Micocci, Giovanni B. Masala, Giuseppina Cannas -- Efficiency analysis in the Spanish pension funds industry : a frontier approach -- Carmen-Pilar Martí-Ballester and Diego Prior-Jiménez -- Pension funds under investments constraints : an assessment of the opportunity cost to the Greek social security system / Nikolaos T. Milonas, George A. Papachristou, 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 ... [et al.]

Language: Undetermined

URL: Inhaltstext

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Format: Online-Ressource , online resource.

ISSN: 1752-153X , 1752-153X

In: volume:6

In: number:2

In: day:2

In: month:5

In: year:2012

In: pages:1-15

In: date:12.2012

In: Chemistry central journal, London : BioMed Central, [2007-2018], 6, Heft 2 (2.5.2012), 1-15, 12.2012, 1752-153X

Language: English

DOI: 10.1186/1752-153X-6-S2-S3

URN: urn:nbn:de:1111-2016032427156

URL: https://doi.org/10.1186/1752-153X-6-S2-S3

URL: https://nbn-resolving.org/urn:nbn:de:1111-2016032427156

URL: https://d-nb.info/1093865253/34

URL: http://dx.doi.org/10.1186/1752-153X-6-S2-S3