مدیریت ریسک صندوق‌های بازنشستگی: مدل‌سازی مالی و اکچوئری ۲۰۱۰
Pension Fund Risk Management: Financial and Actuarial Modeling 2010

1. Front cover

2. Contents

3. Preface

4. Editors

5. Contributor Bios

6. Contributors

7. PART I: Financial Risk Management

8. Chapter 1. Quantifying Investment Risk in Pension Funds

9. Chapter 2. Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism

10. Chapter 3. Performance and Risk Measurement for Pension Funds

11. Chapter 4. Pension Funds under Inflation Risk

12. Chapter 5. Mean-Variance Management in Stochastic Aggregated Pension Funds with Nonconstant Interest Rate

13. Chapter 6. Dynamic Asset and Liability Management

14. Chapter 7. Pension Fund Asset Allocation under Uncertainty

15. Chapter 8. Different Stakeholders' Risks in DB Pension Funds

16. Chapter 9. Financial Risk in Pension Funds: Application of Value at Risk Methodology

17. Chapter 10. Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing, and Default Insurance*

18. PART II: Technical Risk Management

19. Chapter 11. Longevity Risk and Private Pensions

20. Chapter 12. Actuarial Funding of Dismissal and Resignation Risks

21. Chapter 13. Retirement Decision: Current Influences on the Timing of Retirement among Older Workers*

22. Chapter 14. Insuring Defined Benefit Plans in Germany

23. Chapter 15. The Securitization of Longevity Risk in Pension Schemes: The Case of Italy

24. PART III: Regulation and Solvency Topics

25. Chapter 16. Corporate Risk Management and Pension Asset Allocation

26. Chapter 17. Competition among Pressure Groups over the Determination of U.K. Pension Fund Accounting Rules

27. Chapter 18. Improving the Equity, Transparency, and Solvency of Pay-as-You-Go Pension Systems: NDCs, the AB, and ABMs

28. Chapter 19. Risk-Based Supervision of Pension Funds in the Netherlands

29. Chapter 20. Policy Considerations for Hedging Risks in Mandatory Defined Contribution Pensions through Better Default Options*

30. Chapter 21. Policy Considerations for Hedging Risks in Mandatory Defined Contribution Pensions through Better Default Options*

31. PART IV: International Experience in Pension Fund Risk Management

32. Chapter 22. Public and Private DC Pension Schemes, Termination Indemnities, and Optimal Funding of Pension System in Italy

33. Chapter 23. Efficiency Analysis in the Spanish Pension Funds Industry: A Frontier Approach

34. Chapter 24. Pension Funds under Investment Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System

35. Chapter 25. Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom

36. Chapter 26. Return-Based Style Analysis Applied to Spanish Balanced Pension Plans

37. Index

38. Back cover