1 - 2 of 2 results (0.34 seconds)
Sort By:
  • 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 ...

    View Description

    • 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
  • 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 of a pension plan whose benefit is the greater of a defined benefit DB and a defined ...

    View Description

    • 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