Solvency analysis of defined benefit pension schemes

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

Authors: Pierre Devolder, Gabriella Piscopo 

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

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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 (5)

• An actuarial balance sheet model for defined benefit pay-as-you-go pension systems with disability and retirement contingencies
• Projections of pension benefits in supplementary pension saving scheme in Slovakia
• A new defined benefit pension risk measurement methodology
• Projections of pension fund solvency under alternative valuation regimes
• Pension fund risk management. Financial and actuarial modeling.

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