Impact of the choice of risk assessment time horizons on defined benefit pension schemes
Douglas Andrews, Stephen Bonnar, Lori J. Curtis, Jaideep S. Oberoi, Aniketh Pittea and Pradip Tapadar
| Year of publication: |
2022
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|---|---|
| Authors: | Andrews, Douglas ; Bonnar, Stephen ; Curtis, Lori J. ; Oberoi, Jaideep S. ; Pittea, Aniketh ; Tapadar, Pradip |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 16.2022, 2, p. 214-242
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| Subject: | Asset allocation strategies | Contribution rates | Defined benefit pension schemes | Economic capital | Risk assessment | Time horizon | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Risikomanagement | Risk management | Altersvorsorge | Retirement provision | Betriebliche Altersversorgung | Occupational pension plan |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000178 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342113