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Risk Management of a DB Underpin Pension Plan
:The salary at age xr :The years of service :The annuity factor )12( |, )( txetxexrxrxrxe anStD +−−×××= ... cash flows and amortize by the salary-related annuity At time t, calculate the proportion of the hedging ...- 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
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Pension Valuation using Conditional Tail Expectation
Pension Valuation using Conditional Tail Expectation This presentation discusses the use of Conditional ... evaluated precisely. • Assumptions required: mortality, withdrawal, disability, retirement age and ...- 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