Pension fund risk management: financial and actuarial modeling
Auteur :
MICOCCI MARCO
Éditeur :
Taylor & Francis Inc
ISBN :
9781439817520
Date de publication :
25 janv. 2010
Dimensions :
24,2 x 16,5 x 4,6 cm
Poids :
1242 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Sheds light on the state of pension fund risk management, and provides technical tools for addressing pension risk from an integrated point of view. This title presents tools such as VaR, Monte Carlo simulation, notional DC accounts, and actuarial balance and automatic balance mechanisms. It describes the complex facets of various pension systems.