Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Pension funding incorporating downside risks.
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+Normal rank
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+Dynamic asset liability management with tolerance for limited shortfalls
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+Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
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+Contribution and solvency risk in a defined benefit pension scheme
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+Risk measurement and management of defined benefit pension schemes: a stochastic approach
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+Dynamic approaches to pension funding
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+Normal rank
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+Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
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+Management of a pension fund under mortality and financial risks
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+Strategic asset allocation with liabilities: beyond stocks and bonds
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+Optimal investment decisions with a liability: the case of defined benefit pension plans
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+Stochastic pension fund control in the presence of Poisson jumps
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+Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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+Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
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