A Problem Solving Approach To Pension Funding And Valuation
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A Problem Solving Approach To Pension Funding And Valuation
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Author : William H. Aitken
language : en
Publisher:
Release Date : 1996
A Problem Solving Approach To Pension Funding And Valuation written by William H. Aitken and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Pensions categories.
Solutions Manual For A Problem Solving Approach To Pension Funding And Valuation
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Author : William H. Aitken
language : en
Publisher:
Release Date : 1996
Solutions Manual For A Problem Solving Approach To Pension Funding And Valuation written by William H. Aitken and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Pensions categories.
The Theory And Practice Of Pension Funding
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Author : Charles Lambert Trowbridge
language : en
Publisher: McGraw-Hill/Irwin
Release Date : 1976
The Theory And Practice Of Pension Funding written by Charles Lambert Trowbridge and has been published by McGraw-Hill/Irwin this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Business & Economics categories.
Pension Revolution
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Author : Keith P. Ambachtsheer
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-05
Pension Revolution written by Keith P. Ambachtsheer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-05 with Business & Economics categories.
Praise for Pension Revolution "When Keith Ambachtsheer puts his keen mind to work on a problem, watch out! Here he exposes today's fragile arrangements for the most serious social dilemma of our times--financing retirement. Then he provides a compelling and powerful set of solutions. His writings are essential reading for all who care about the future of American living standards." --Peter Bernstein, founder and President, Peter L. Bernstein, Inc., and author of Capital Ideas and Against the Gods "This book describes one of the most ingenious inventions in the history of mankind: pension funds offering credible promises about old-age income. It reads like a thriller: how can well-governed pension funds be created in an imperfect world in which mortals wrestle with foibles and moral shortcomings? One of the world's leading experts on pensions searches for the answer--and finds it." --Lans Bovenberg, Scientific Director, Network for Studies on Pensions, Aging, and Retirement, Tilburg University, The Netherlands "Pension Revolution exposes the inadequacies of current pension systems and persuasively makes the case for the fundamental changes that are needed. It is essential reading for both the pension industry and policymakers." --Elizabeth Bryan, Chair, Investment Committee, Unisuper Management PM Ltd, Australia "Most analyses of complicated issues deal with complexity by simplifying or only looking at one piece-part, and, in doing so, provide limited value. In stark contrast, Keith Ambachtsheer boldly wades into the complexity in Pension Revolution to come up with a valuable integrative solution. He is a most welcome revolutionary!" --Roger Martin, Dean, Joseph L. Rotman School of Management, University of Toronto, Canada "We have known Keith for over ten years, and consistently over that time, he has constructively and comprehensively challenged conventional wisdom. He has done this so effectively that many of his initial thoughts have now become universally accepted norms. Such is his energy however that he continues to push the boundaries of pension and investment thinking." --Peter Moon, Chief Investment Officer, Universities Superannuation Scheme Ltd, UK "Pension Revolution not only explains the shortcomings of the existing pension system and the underlying design features that have resulted in the current pension upheaval. It also offers thoughtful and creative suggestions for prospective pension design. A must-read for anyone interested in the future of retirement finance." --James Poterba, Professor of Economics, Massachusetts Institute of Technology and a member of the TIAA-CREF Board of Trustees
Numerical Approximation Algorithms For Pension Funding
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Author : Yige (Vivian) Jin
language : en
Publisher:
Release Date : 2021
Numerical Approximation Algorithms For Pension Funding written by Yige (Vivian) Jin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
It is difficult to find closed-form optimal decisions in the context of pension plans. Therefore, we often need to rely on numerical algorithms to find approximate optimal decisions. In this report, we present two numerical algorithms that can be applied to solve optimal pension funding problems: the value function approximation and the grid value approximation. The value function approximation method applies to models with infinite time horizons and approximates the parameters of the value function by minimizing the difference between the true and approximate evaluations of the Hamilton-Jacobi-Bellman (HJB) equation. The grid value approximation method is used for models with finite time horizons. It works iteratively with backward and forward stages and approximates the optimal decisions directly without using the HJB equation. Numerical results are presented to compare approximate and true solutions for optimal contributions and share in risky assets for classic problems in the pension literature.
Stochastic Methods For Pension Funds
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Author : Pierre Devolder
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-04
Stochastic Methods For Pension Funds written by Pierre Devolder and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-04 with Mathematics categories.
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issue is clearly a major economical and financial topic for the next decades in the context of the well-known longevity risk. Surprisingly few books are devoted to application of modern stochastic calculus to pension analysis. The aim of this book is to fill this gap and to show how recent methods of stochastic finance can be useful for to the risk management of pension funds. Methods of optimal control will be especially developed and applied to fundamental problems such as the optimal asset allocation of the fund or the cost spreading of a pension scheme. In these various problems, financial as well as demographic risks will be addressed and modelled.
Modern Actuarial Theory And Practice
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Author : Philip Booth
language : en
Publisher: CRC Press
Release Date : 2020-12-16
Modern Actuarial Theory And Practice written by Philip Booth and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-16 with Business & Economics categories.
In the years since the publication of the best-selling first edition, the incorporation of ideas and theories from the rapidly growing field of financial economics has precipitated considerable development of thinking in the actuarial profession. Modern Actuarial Theory and Practice, Second Edition integrates those changes and presents an up-to-date, comprehensive overview of UK and international actuarial theory, practice and modeling. It describes all of the traditional areas of actuarial activity, but in a manner that highlights the fundamental principles of actuarial theory and practice as well as their economic, financial, and statistical foundations.
Pension Fund Excellence
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Author : Keith P. Ambachtsheer
language : en
Publisher: John Wiley & Sons
Release Date : 1998-04-23
Pension Fund Excellence written by Keith P. Ambachtsheer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-04-23 with Business & Economics categories.
Neue Ideen für mehr Erfolg! Alles, was ein Manager über Rentenfonds wissen muß - die Zusammenstellung effektiver Fonds, ihr Management, die optimale Wertsteigerung - wird hier anhand in- und ausländischer Fallbeispiele eingängig erklärt. Nutzerfreundlich werden die wichtigsten Schritte in Übersichten zusammengestellt. Verschiedene moderne Ansätze zum Rentenfondsmanagement werden kritisch bewertet.
Issues In Pension Funding Routledge Revivals
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Author : David Blake
language : en
Publisher: Routledge
Release Date : 2015-08-11
Issues In Pension Funding Routledge Revivals written by David Blake and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-11 with Business & Economics categories.
First published in 1992, this book explains how pension funds work in order to highlight their impact on the economy as a whole. David Blake explores the different systems in operation at the time of writing, both state run and private sector, and describes policy initiatives such as personal pension schemes. Longer life-expectancy, overseas investment, equal opportunities and short-termism in capital markets are among the issues discussed as David Blake assesses how pension funds typically behave. This is a title of continued relevance, which addresses the questions repeatedly raised within government and wider society.
On Problems Involved In The Actuarial Valuation Of Certain Pension Funds For Teachers
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Author : Alton O. Groth
language : en
Publisher:
Release Date : 1927
On Problems Involved In The Actuarial Valuation Of Certain Pension Funds For Teachers written by Alton O. Groth and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1927 with categories.
