1
-
1
of
1
results (0.45 seconds)
Sort By:
-
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 ...- 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