Financial risk management for pension plans /

This book is devoted to modern methodologies of financial risk management of pension plans, mostly defined benefit plans. The reader is expected to know basic probability theory and mathematical analysis, while all required concepts in financial and actuarial mathematics are developed in the text. T...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gajek, Lesław
Otros Autores: Ostaszewski, Krzysztof, 1957-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; San Diego : Elsevier, 2004.
Edición:1st ed.
Temas:
Pension trusts > Finance.
Pension trusts > Management.
Risk management.
Risk Management
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Pension trusts > Finance
Pension trusts > Management
Risk management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Fundamentals. Retirement plans as a part of economic security system ; Fundamental concepts of theory of interest ; Life insurance and annuities
  • Valuation of assets and liabilities. General principles of pension plan valuation ; Valuation of pension plan liabilities ; Random fluctuation of pension liabilities ; Valuation of pension plan assets
  • Financial risk management. General rules of risk classification and measurement ; Interest rate risk--nonrandom approach ; Stochastic approach to financial risk management ; Conclusion.

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