Pension Fund Risk Management
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With contributions from well-known, international academics and professionals, this book 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. Some of the useful tools presented include VaR, Monte Carlo simulation, notional DC accounts, and actuarial balance and automatic balance mechanisms. The book describes the complex facets of various pension systems, including DB and DC plans, and explores real-world pension funds in the United States, United Kingdom, Netherlands, Germany, Italy,…mehr

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Produktbeschreibung
With contributions from well-known, international academics and professionals, this book 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. Some of the useful tools presented include VaR, Monte Carlo simulation, notional DC accounts, and actuarial balance and automatic balance mechanisms. The book describes the complex facets of various pension systems, including DB and DC plans, and explores real-world pension funds in the United States, United Kingdom, Netherlands, Germany, Italy, Greece, and Spain. It also examines the rules and regulations of pension funds.
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Autorenporträt
Marco Micocci is a professor of financial mathematics and actuarial science in the Faculty of Economics at the University of Cagliari in Italy. Greg N. Gregoriou is a professor of finance in the School of Business and Economics at the State University of New York in Plattsburgh. Giovanni Batista Masala is a researcher of mathematical methods in the Faculty of Economics at the University of Cagliari in Italy.