A new defined benefit pension risk measurement methodology
Jing Ai; Patrick L. Brockett; Allen F. Jacobson
| Year of publication: |
2015
|
|---|---|
| Authors: | Ai, Jing ; Brockett, Patrick L. ; Jacobson, Allen F. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 40-51
|
| Subject: | Defined-benefit pension plan | Pension sponsor risk | Longevity risk | Economic capital | Enterprise risk management | Risikomanagement | Risk management | Altersvorsorge | Retirement provision | Risiko | Risk | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Sterblichkeit | Mortality | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Gesetzliche Rentenversicherung | Public pension system |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011349856