Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045)
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scientific article; zbMATH DE number 1708393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase |
scientific article; zbMATH DE number 1708393 |
Statements
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (English)
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2 July 2002
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defined-contribution pension plan
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model risk
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asset-allocation strategy
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values-at-risk
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