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Public Pension Risk-Sharing Policies: A Policymaker’s Guidebook
investment performance or by the plan funded ratio (Table 1). They are styled after policies observed in the ... assumptions are met and the plan is fully funded. Table 1 Modeled Risk-sharing Policies for DB Plans The ...- Authors: Donald Boyd, Yimeng Yin
- Date: Mar 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: In The Public Interest
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Public sector plans; Pensions & Retirement>Post retirement risks
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Beware stochastic model risk!
the mathematics of stochastic processes to the valuation of stock options. His work implied that one might ... been widely adopted by actuaries and others for valuation of all sorts of out-of- the money options and ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models