Financial Risk Management for Pension Plans
Gajek L., Ostaszewski K.M.
This book is devoted to modern financial risk management of pension plans, mostly defined benefit plans. It presents main actuarial funding and valuation methods for defined benefit plans. Modern investment theory is used to discuss ways to value both marketable and nonmarkctablc assets as well as liabilities. Finally, financial risk management for pension plans is presented in detail, with emphasis on applicable asset-liability management methodologies.
年:
2005
出版社:
Elsevier Science Publishing Company
语言:
english
页:
381
ISBN 10:
0444516743
ISBN 13:
9780444516749
文件:
PDF, 1.84 MB
IPFS:
,
english, 2005