Measuring pension plan risk from an economic capital perspective
| Autor: | Bonnar, Stephen, Pittea, Aniketh, Tapadar, Pradip |
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| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: | |
| Zdroj: | Joint CIA, IFoA, SOA Webcast |
| Popis: | Economic capital, the 0.5th percentile result of a stochastic projection, is the primary risk measure employed. The research examines not only the difference in economic capital requirements between typical plans in the three countries, but also its sensitivity to changes in asset allocation, contributions, and starting funded status. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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