1
-
9
of
9
results (0.39 seconds)
Sort By:
-
Defined Benefit Risk - Phase 1: Literature Search Report
allocation (for its mature pension plan), to a dynamic, risk-driven approach. The authors explain the ... allocations for pension plans from a static to a dynamic process, consistent with changes underway in the ...- Authors: Susan M Mangiero
- Date: Dec 2020
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined benefit plans
-
De-risking Strategies of Defined Benefit Plans: Empirical Evidence from the United States
De-risking Strategies of Defined Benefit Plans: Empirical Evidence from the United States ... problematic for underfunded plans. In such cases, a dynamic LDI strategy might be structured to adjust the ...- Authors: Ruilin Tian
- Date: Nov 2020
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined benefit plans
-
A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
pension plans; and Devolder and Lebegue (2017) used dynamic risk measures. Some literature has compared the ... of the techniques they have discussed include dynamic asset allocation (Liang and Ma 2015) and automatic ...- 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
-
U.S. Public Pension Plan Contribution Indices, 2006–2014
U.S. Public Pension Plan Contribution Indices, 2006–2014 This study explores whether public ... Performance section beginning looks more closely at the dynamic of the target contribution entailing negative ...- Authors: Society of Actuaries
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Funding
-
Impact of Mortality Change on U.S. Single Employer Pension Plan Funding
Impact of Mortality Change on U.S. Single Employer Pension Plan Funding Study of the impact ... Figure 3 on the following page illustrate this dynamic more readily. The authors estimate that the aggregate ...- Authors: Lisa Schilling, John Wiese
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Corporate plans; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Funding
-
Provisions for Adverse Deviations in Going Concern Actuarial Valuations
result of changes in the volatility of returns (dynamic increases in volatility would produce a larger ... sponsors include the following: • Analysis of a dynamic allocation strategy that automatically adjusts ...- Authors: Douglas Chandler
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined benefit plans
-
Assumptions in Pension Plan Valuations
Assumptions in Pension Plan Valuations The two basic considerations in a pension plan valuation are ... Prospective consistency can be an extremely dynamic consideration. This is particularly true for ...- Authors: Arnold Shapiro
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Defined benefit plans
-
Indexing Pensions - Protecting Postretirement Purchasing Power
such as 3 percent, for which a shift is made to dynamic assumptions incorporating inflation of, say, 5 ... implied that pension plan contributions in a dynamic economy are the same for an indexed as for a nonindexed ...- Authors: Gerald Richmond, Mark L Rosen
- Date: Oct 1982
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Defined benefit plans
-
Salary Scales
Increase Ratio method, which may be termed the dynamic or cohort method. Under completely static economic ... case currently or in recent years because of the dynamic economic conditions. Three basic elements are intertwined ...- Authors: Kenneth Altman, Samuel Eckler, Ralph E Edwards, Raymond B Krieger, Robert J Myers, Walter Riese, Conrad Siegel, John B Stearns, Geoffrey N Calvert, William F Marples
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Corporate plans; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Multi-employer plans; Pensions & Retirement>Public sector plans