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The Valuation of a Hybrid Pension Plan
The Valuation of a Hybrid Pension Plan This 2005 presentation from the 40th Actuarial Research Conference ... to hybrid pension plans. Assumptions;Pension valuation;Stochastic models;Stock options; 859 8/1/2005 ...- Authors: Mary Hardy, Kai Chen
- Date: Aug 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Hybrid plans
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Hedging Salary Related Pension Benefits
rate are determined using the Illustrative Life Table from Actuarial Mathematics[3]. The annuity factor ... the higher pension benefits. At each annual valuation day, we assume the amount of the contribution ...- Authors: Kai Chen
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Risk Management of a DB Underpin Pension Plan
Risk Management of a DB Underpin Pension Plan From the 41st ARC: a presentation focusing on risk management ... 41st ARC 7 Risk Management Our problem Valuation and risk management of Max(D-A,0) at exit. ...- Authors: Mary Hardy, Kai Chen
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Finance & Investments>Derivatives; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management