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Financial Risk Management for Pension Plans Book

Financial Risk Management for Pension Plans
Financial Risk Management for Pension Plans, , Financial Risk Management for Pension Plans has a rating of 3 stars
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Financial Risk Management for Pension Plans, , Financial Risk Management for Pension Plans
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  • Financial Risk Management for Pension Plans
  • Written by author K.M. Ostaszewski L. Gajek
  • Published by Emerald Group Pub Ltd, March 2005
  • 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 actua
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Authors

Ch. 1Retirement plans as a part of economic security system3
Ch. 2Fundamental concepts of theory of interest13
Ch. 3Life insurance and annuities47
Ch. 4General principles of pension plan valuation159
Ch. 5Valuation of pension plan liabilities179
Ch. 6Random fluctuation of pension liabilities231
Ch. 7Valuation of pension plan assets253
Ch. 8General rules of risk classification and measurement289
Ch. 9Interest rate risk - nonrandom approach303
Ch. 10Stochastic approach to financial risk management329
Ch. 11Conclusion353


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