Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints
From MaRDI portal
Publication:659088
DOI10.1016/j.insmatheco.2009.02.007zbMath1231.91216MaRDI QIDQ659088
Ralph Rogalla, Olivia S. Mitchell, Raimond H. Maurer
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://repository.upenn.edu/prc_papers/300
conditional value at risk; funding; defined benefit; public pensions; contribution rate risk; investing
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