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Pension Valuation using Conditional Tail Expectation
Pension Valuation using Conditional Tail Expectation This presentation discusses the use of Conditional Tail Expectation CTE as an alternative to other pension valuation methods. Conditional Tail ...- 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