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  • A New Risk Metric for Defined Benefit Pension Plans
     we will continue to use the 30‐year  lump sum example:    TABLE 1  Surplus/Deficit Risk Metric    Percentile Year ...  we use the market value of assets at the specified  time.    TABLE 2  Assets    Percentile Year 0 Year 10 Year 20 ...

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    • Authors: Thomas D Bergan, David Fishbaum
    • Date: Apr 2006
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Risk management
  • A New Risk Metric for Defined Benefit Pension Plans
    A New Risk ... continue to use the 30-year lump sum example: Table 1 Surplus/Deficit Risk Metric Percentile Year ... value of assets at the specified time. Table 2 Assets Percentile Year 0 Year 10 Year 20 ...

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    • Authors: Thomas D Bergan, David Fishbaum
    • Date: Oct 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Actuarial Practice Forum
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management