Solvency analysis of defined benefit pension schemes

DOI10.1007/978-3-319-02499-8_13zbMATH Open1418.91235OpenAlexW1757521367MaRDI QIDQ4561908FDOQ4561908

Gabriella Piscopo, Pierre Devolder

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP_2012_30_devolder.pdf

Recommendations

• Contribution and solvency risk in a defined benefit pension scheme
• A new defined benefit pension risk measurement methodology
• Pension fund risk management. Financial and actuarial modeling.
• Benefit uncertainty and default risk in pension plans
• Financial and demographic risks impact on a pay-as-you-go pension fund

zbMATH Keywords

pension fundmortality tablepension planresidual timedefine benefit

Mathematics Subject Classification ID

Cites Work

• Coherent measures of risk
• Modeling, measuring and managing risk
• Title not available (Why is that?)
• A synthesis of risk measures for capital adequacy
• The Iterated Cte

Cited In (2)

• Projections of pension benefits in supplementary pension saving scheme in Slovakia
• Projections of pension fund solvency under alternative valuation regimes

This page was built for publication: Solvency analysis of defined benefit pension schemes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4561908)