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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
A ... applied to project future mortality rates. 17 Copyright © 2019 by the authors Using the ... different dynamics of the economic variables modeled.17 • The median value of 𝑉𝑉0∗ is 25% and 14% of ...- 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