Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman Hall/Crc Finance)

0 valoración promedio
( 0 valoraciones por Goodreads )
 
9781439817520: Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman Hall/Crc Finance)
Ver todas las copias de esta edición ISBN.
 
 

Book by None

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas:

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

Reseña del editor:

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

1.

Publicado por Chapman and Hall/CRC (2010)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Chapman and Hall/CRC, 2010. Hardcover. Condición: New. Never used!. Nº de ref. del artículo: P111439817529

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 48,51
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,62
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Editor-Marco Micocci; Editor-Greg N. Gregoriou; Editor-Giovanni Batista Masala
Publicado por Chapman and Hall/CRC (2010)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Chapman and Hall/CRC, 2010. Hardcover. Condición: New. Nº de ref. del artículo: SONG1439817529

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 92,93
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,07
A Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Marco Micocci (Editor), Greg N. Gregoriou (Editor), Giovanni Batista Masala (Editor)
Publicado por Chapman and Hall/CRC (2010)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Chapman and Hall/CRC, 2010. Hardcover. Condición: New. 1. Nº de ref. del artículo: DADAX1439817529

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 93,80
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,07
A Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Micocci, Marco
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Cantidad disponible: 9
Librería
Paperbackshop-US
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2010. HRD. Condición: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. del artículo: VT-9781439817520

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 95,81
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,25
A Estados Unidos de America
Destinos, gastos y plazos de envío

5.

ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Cantidad disponible: > 20
Librería
BWB
(Valley Stream, NY, Estados Unidos de America)
Valoración
[?]

Descripción Condición: New. Depending on your location, this item may ship from the US or UK. Nº de ref. del artículo: 97814398175200000000

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 99,11
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

MICOCCI, MARCO; GREGORIOU, GREG N.; MASALA, GIOVANNI BATISTA.
Publicado por Chapman and Hall/CRC (2018)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 1
Impresión bajo demanda
Librería
Herb Tandree Philosophy Books
(Stroud, GLOS, Reino Unido)
Valoración
[?]

Descripción Chapman and Hall/CRC, 2018. Hardback. Condición: NEW. 9781439817520 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 10 working days. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Nº de ref. del artículo: HTANDREE0191211

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 107,71
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 9,00
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Publicado por Taylor Francis Ltd, United States (2010)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 1
Librería
Book Depository hard to find
(London, Reino Unido)
Valoración
[?]

Descripción Taylor Francis Ltd, United States, 2010. Hardback. Condición: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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. Nº de ref. del artículo: BTE9781439817520

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 128,77
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Micocci, Marco (Edited by)/ Gregoriou, Greg N. (Edited by)/ Masala, Giovanni Batista (Edited by)
Publicado por Chapman & Hall (2010)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 1
Librería
Revaluation Books
(Exeter, Reino Unido)
Valoración
[?]

Descripción Chapman & Hall, 2010. Hardcover. Condición: Brand New. 1st edition. 456 pages. 9.57x6.46x1.77 inches. In Stock. Nº de ref. del artículo: __1439817529

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 128,38
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,75
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Publicado por Chapman and Hall/CRC (2010)
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Original o primera edición Cantidad disponible: 1
Librería
Valoración
[?]

Descripción Chapman and Hall/CRC, 2010. Condición: New. Nº de ref. del artículo: TV9781439817520

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 159,99
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,99
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Marco Micocci
ISBN 10: 1439817529 ISBN 13: 9781439817520
Nuevo Tapa dura Cantidad disponible: 1
Librería
AussieBookSeller
(SILVERWATER, NSW, Australia)
Valoración
[?]

Descripción 2010. Hardcover. Condición: New. Hardcover. 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: Fi.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 728 pages. 1.202. Nº de ref. del artículo: 9781439817520

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 146,65
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 30,15
De Australia a Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda