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The Valuation of a Hybrid Pension Plan
The Valuation of a Hybrid Pension Plan This 2005 presentation from the 40th Actuarial Research Conference ... =σ=μ =σ=μ crsf ff ss August 2005 @ 40th ARC 17 Equilibrium Model August 2005 @ 40th ARC 18 ...- Authors: Mary Hardy, Kai Chen
- Date: Aug 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Hybrid plans
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Risk Management of a DB Underpin Pension Plan
Risk Management of a DB Underpin Pension Plan From the 41st ARC: a presentation focusing on risk management ... Comparison (% of Salary) August, 2006 @ 41st ARC 17 Monthly Hedging Cost August, 2006 @ 41st ARC ...- 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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Hedging Salary Related Pension Benefits
data from 1994 to 2003 . . . . . . . . . . . . . . 17 4.8 Sensitivity Test . . . . . . . . . . . . . ... the Hedging Ratio . . . . . . . . . . . . . . . . 17 4.3 The Distribution of the Hedging Ratio . . .- Authors: Kai Chen
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investment strategy - Finance & Investments