Pension Fund Risk Management
Financial and Actuarial Modeling
1st Edition
Published on 25. January 2010
764 pages
978-1-4398-1754-4 (ISBN)
Description
As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new technical tools for addressing pension risk from an integr
Reviews / Votes
A strength of this approach is the variety of angles and insights which it provides - there were no shortage of ideas. ... This book is perfect for those who would like a broad view of the current landscape or who have a question that is specifically tackled by one of the chapters ... this book covered a lot of interesting material and concepts, and had some impressive chapters. ... well worth dipping into.-John Hatchett, Annals of Actuarial Science, Vol. 5, 2011
More details
Series
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
Pension fund professionals and actuaries; researchers and practitioners in finance, actuarial science, economics, econometrics, and financial engineering; risk professionals and financial analysts.
Illustrations
98 s/w Tabellen, 94 s/w Abbildungen
94 b/w images, 98 tables and 241 Equations, 1 in-text box
ISBN-13
978-1-4398-1754-4 (9781439817544)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Marco Micocci | Greg N. Gregoriou | Giovanni Batista Masala
Pension Fund Risk Management
Financial and Actuarial Modeling
Book
10/2024
1st Edition
Chapman & Hall/CRC
€66.00
Shipment within 10-20 days
Marco Micocci | Greg N. Gregoriou | Giovanni Batista Masala
Pension Fund Risk Management
Financial and Actuarial Modeling
Book
01/2010
1st Edition
Chapman & Hall/CRC
€275.90
Shipment within 15-20 days
Persons
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.
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.
Content
Financial Risk Management. Technical Risk Management. Regulation and Solvency Topics. International Experience in Pension Fund Risk Management. Index.
