Pension Fund Regulation and Risk Management: Results from an ALM Optimisation Exercise
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Leo de Haan, 2015. "Recovery measures of underfunded pension funds: higher contributions, no indexation, or pension cuts?," DNB Working Papers 485, Netherlands Central Bank, Research Department.
- Johanna Scheller & Jacques Pézier, 2008. "Optimal Investment Strategies and Performance Sharing Rules for Pension Schemes with Minimum Guarantee," ICMA Centre Discussion Papers in Finance icma-dp2008-09, Henley Business School, Reading University, revised Oct 2009.
- Chen, An & Uzelac, Filip, 2014. "A risk-based premium: What does it mean for DB plan sponsors?," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 1-11.
More about this item
Keywordsaccounting; actuarial method; asset liability management; comptabilité; defined benefit; discount rate; fair value; gestion actif-passif; investissement; investment; juste valeur; méthode actuarielle; méthode d'évaluation; organisme de retraite; pension fund; prestation définie; taux d'actualisation; valuation method;
- 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-ACC-2007-06-23 (Accounting & Auditing)
- NEP-ALL-2007-06-23 (All new papers)
- NEP-EEC-2007-06-23 (European Economics)
- NEP-REG-2007-06-23 (Regulation)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oec:dafaab:8-en. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/caoecfr.html .
We have no references for this item. You can help adding them by using this form .