Recreating sustainable retirement : resilience, solvency, and tail risk /

This volume offers an in-depth analysis of the threats to private and public pensions around the world including capital market shocks, surprises to longevity, regulatory/political risk, and errors in modelling.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Mitchell, Olivia S. (Editor ), Maurer, Raimond (Editor ), Hammond, P. Brett (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford : Oxford University Press, 2014.
Temas:
Retirement income.
Old age pensions.
Revenu de retraite.
Pensions de vieillesse.
BUSINESS & ECONOMICS > Finance.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • ""Cover""; ""Recreating Sustainable Retirement""; ""Copyright""; ""Preface""; ""Contents""; ""List of Figures""; ""List of Tables""; ""Notes on Contributors""; ""1 Recreating Retirement Sustainability""; ""Part I Capital Market and Model Risk""; ""2 Managing Capital Market Risk for Retirement""; ""3 Implications for Long-term Investors of the Shifting Distribution of Capital Market Returns""; ""4 Stress Testing Monte Carlo Assumptions""; ""Part II Longevity Risk""; ""5 Modeling and Management of Longevity Risk""; ""6 Longevity Risk Management, Corporate Finance, and Sustainable Pensions""
  • ""7 Model Risk, Mortality Heterogeneity, and Implications for Solvency and Tail Risk""""8 The Securitization of Longevity Risk and Its Implications for Retirement Security""; ""Part III Regulatory and Political Risk""; ""â€?9 Evolving Roles for Pension Regulations:ÂToward Better Risk Control?""; ""10 Developments in European Pension Regulation:ÂRisks and Challenges""; ""11 Extreme Risks and the Retirement Anomaly""; ""Part IV Implications for Plan Sponsors""; ""12 Risk Budgeting and Longevity Insurance:ÂStrategies for Sustainable Defined Benefit Pension Funds""
  • ""13 The Funding Debate:ÂOptimizing Pension Risk within a Corporate Risk Budget""""The Pension Research Council""; ""Index""

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