A new defined benefit pension risk measurement methodology (Q492658): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6474324
@@ Property / zbMATH DE Number: 6474324 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+defined-benefit pension plan
@@ Property / zbMATH Keywords: defined-benefit pension plan / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pension sponsor risk
@@ Property / zbMATH Keywords: pension sponsor risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+longevity risk
@@ Property / zbMATH Keywords: longevity risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+economic capital
@@ Property / zbMATH Keywords: economic capital / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+enterprise risk management
@@ Property / zbMATH Keywords: enterprise risk management / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2015.03.027
+Normal rank
@@ Property / OpenAlex ID @@
+W2018343300
@@ Property / OpenAlex ID: W2018343300 / rank @@
+Normal rank
@@ Property / cites work @@
+On the pricing of longevity-linked securities
@@ Property / cites work: On the pricing of longevity-linked securities / rank @@
+Normal rank
@@ Property / cites work @@
+A Poisson log-bilinear regression approach to the construction of projected lifetables.
+Normal rank
@@ Property / cites work @@
+Mortality risk modeling: applications to insurance securitization
+Normal rank
@@ Property / cites work @@
+Mean-variance optimization problems for an accumulation phase in a defined benefit plan
+Normal rank
@@ Property / cites work @@
+Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:492658