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Pension Valuation using Conditional Tail Expectation
Pension Valuation using Conditional Tail Expectation This presentation discusses the use of Conditional ... to other pension valuation methods. Conditional Tail Expectation=CTE;Pension valuation; 5962 1/1/2007 ...- Authors: Rene Delsanne, Claude Pichet, Carole Turcotte
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Pensions & Retirement>Defined benefit plans
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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