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  • Revisiting Pension Actuarial Science: A Five-Part Series – Part 3, Fair Value of the Liability – A Market-Based Discount Rate
    Revisiting Pension Actuarial Science: A Five-Part Series – Part 3, Fair Value of the Liability – A Market-Based Discount Rate Part 3 proposes solutions to the third of three flaws of the current ...

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    • Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
  • A New Risk Metric for Defined Benefit Pension Plans
    A New Risk Metric for Defined Benefit Pension Plans This paper uses stochastic simulation technology to present a risk metric for defined benefit pension plans that provides improved measures of ...

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    • Authors: Thomas D Bergan, David Fishbaum
    • Date: Apr 2006
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Risk management