Commentaire :

ISBN 13 : 978-0-470-37734-5

Sommaire : Contents

Part 1. The Aging Population : Issues for Retirement.
1. Issues in Retirement.
2. The Various Costs of Pensions : Macro and Micro.
3. The Various Pillars of Retirement: Social Security, Company Pensions, Supplementary Pensions, and Private Savings.
4. Asset Classes : Historical Performance and Risk.
5. The Current Economic Crisis and Its Impact on Retirement Decisions.

Part 2. Special Issues and Models.
7. A Continuous Time Approach to Asset-Liability Surplus Management.
8. Should Defined Benefit Pension Schemes Be Career Average or Final Salary ?
9. Applying Stochastic Programming to the US Defined Benefit Pension System.
10. Mortality-Linked Securities and Derivatives.
11. Asset Allocation and Governance Issues of Government-Owned Pensions.
12. Issues in Individual Asset-Liability Management for Retirement.

Part 3. Modeling the Issues.
13. Learning from Other Models.
14. The Innovest Austrian Pension Fund Financial Planning Model.
15. An Individual ALM Model for Lifetime Asset-Liability Management.
16. Implementation and Numerical Results of Individual ALM Model for Lifetime Asset-Liability Management.
17. Conclusions.

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque