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  • A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
    Andrews Stephen Bonnar Lori J. Curtis Jaideep S. Oberoi Aniketh Pittea Pradip Tapadar SPONSOR ... ...... 19 Section 7: Results for the Stylized U.S. Plan ..........................................

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    • Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
  • Population Aging, Implications for Asset Values, and impact for Pension Plans: An International Study
    Population Aging, Implications ... time 1950 1960 1970 1980 1990 2000 2010 Time (a) Change of population demographic ... time 1950 1960 1970 1980 1990 2000 2010 Time (b) Change of population demographic ...

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    • Authors: Douglas Andrews, Stephen Bonnar, Pradip Tapadar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea
    • Date: May 2021
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Plan design
  • Population Structure and Asset Values
    model with more than one asset class (see Brooks, 2000; Bucciol and Beetsma, 2011; Černý et al., 2006; ... baseline values. Parameter values are summarized in table 6 in appendix A. For the discount factor, we employ ...

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    • Authors: Stephen Bonnar, Lori Curtis, Miguel Leon-Ledesma, Jaideep Oberoi, Kathleen Rybczynski, Mark Zhou
    • Date: Jun 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics
  • The OLG Model Environment
    heterogeneity), − endogenous labor supply, − exogenous mortality, − exogenous retirement probabilities, 2 ... (risk-free and risky). While rates of retirement and mortality are imposed on the model, different sets of assump- ...

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    • Authors: Douglas Andrews, Pradip Tapadar, Lori Curtis, Kathleen Rybczynski, Mark Zhou, Stephen Bonnar, Miguel Leon-Ledesma
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge
    • Topics: Demography>Population data; Economics>Macroeconomics