Pension fund risk management: financial and actuarial modeling
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032917573
Date de publication :
14 oct. 2024
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
With contributions from well-known, international academics and professionals, this book 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. Some of the useful tools presented include VaR, Monte Carlo simulation, notional DC accounts,