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A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans In order for actuaries to play a valuable ... plans that provides improved measures of the plan’s solvency and provides a tool for pension plan managers ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Asset Valuation Methods: Smoothing Out the Ride
illustrate this, consider the example shown in Table 1. Let's define the example by looking at a balance ... return that investors expect on equity) is 12%. TABLE 1 ILLUSTRATION OF BALANCE SHEET Assets ($ millions) ...- Authors: Matthew Sloan, Robert Schmidt
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Defined benefit plans