Managing Investment Risk in Defined Benefit Pension Funds
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- Bensusan, Harry & El Karoui, Nicole & Loisel, Stéphane & Salhi, Yahia, 2016.
"Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions,"
Insurance: Mathematics and Economics,
Elsevier, vol. 68(C), pages 61-72.
- Harry Bensusan & Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2012. "Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions," Working Papers hal-00768526, HAL.
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Keywordsdefined benefit; dispositifs de retraite; gestion des risques; gouvernance; governance; investment; pension fund; prestation définie; regulation; réglementation;
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- J32 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Nonwage Labor Costs and Benefits; Retirement Plans; Private Pensions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-22 (All new papers)
- NEP-REG-2010-05-22 (Regulation)
- NEP-RMG-2010-05-22 (Risk Management)
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