Solvency analysis of defined benefit pension schemes

DOI10.1007/978-3-319-02499-8_13MaRDI QIDQ4561908zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

pension fundmortality tablepension planresidual timedefine benefit

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 1869269 (Why is no real title available?)
• A synthesis of risk measures for capital adequacy
• Coherent measures of risk
• Modeling, measuring and managing risk
• 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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