000			04188nam a2200361 a 4500
005			20250918151303.0
008			120312s2010 flua b 001 0 eng
020			_a9781439817520 (hbk.) _cRM317.57
020			_a1439817529 (alk. paper)
039		9	_a201210121556 _brosli _c201209190833 _drahah _c201203121505 _drahah _y03-12-2012 _zrahah
040			_aDLC _cDLC _dYDX _dBTCTA _dUKM _dYDXCP _dCDX _dBWX _dDLC _dUKM
090			_aHD7105.4.P436
090			_aHD7105.4 _b.P436
245	0	0	_aPension fund risk management : _bfinancial and actuarial modeling / _cedited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala.
260			_aBoca Raton, FL : _bChapman & Hall/CRC, _cc2010.
300			_axxxvi, 728 p. : _bill. ; _c25 cm.
490	1		_aChapman & Hall/CRC finance series
504			_aIncludes bibliographical references and index.
505	0		_aQuantifying investment risk in pension funds / Shane Francis Whelan -- Investment decision in defined contribution pension schemes incorporating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang -- Performance and risk measurement for pension funds / Auke Plantinga -- Pension funds under inflation risk / Aihua Zhang -- Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida -- Dynamic asset and liability management / Ricardo Matos Chaim -- Pension fund asset allocation under uncertainty / Wilma de Groot and Laurens Swinkels -- Differenct stakeholders' risks in DB pension funds / Theo Kocken and Anne de Kreuk -- Financial risk in pension funds : application of value at risk methodology / Marcin Fedor -- Pension scheme asset allocation with taxation arbitrage, risk sharing, and default insurance / Charles Sutcliffe -- Longevity risk and private pensions / Pablo Antolin -- Actuarial funding of dismissal and resignation risks / Werner H✹limann -- Retirement decision : current influences on the timing of retirement among older workers / Gaobo Pang, Mark J. Warshawsky, and Ben Weitzer -- Insuring defined benefit plans in Germany / Ferdinand Mager and Christian Schmieder -- The securitization of longevity risk in pension schemes : the case of Italy / Susanna Levantesi, Massimiliano Menzietti, and Tiziana Torri -- Corporate risk management and pension asset allocation / Yong Li -- Competition among pressure groups over the determination of U.K. pension fund accounting rules / Paul John Marcel Klumpes and Stuart Manson -- Improving the equity, transparency, and solvency of pay-as-you-go pension systems : NDCs, the AB, and ABMs / Carlos Vidal-Meli Mar del Carmen Boado-Penas, and Ole Sterrergren -- Risk-based supervision of pension funds in the Netherlands / Dirk Broeders and Marc Pr诰per -- Policy considerations for hedging risks in mandatory defined contribution pensions through better default options / Gregorio Impavido -- Pension risk and household saving over the life cycle / David A. Love and Paul A. Smith -- Public and private DC pension schemes, termination indemnities, and optimal funding of pension system in Italy / Marco Micocci, Giovanni B. Masala, Giuseppina Cannas -- Efficiency analysis in the Spanish pension funds industry : a frontier approach -- Carmen-Pilar Mart{u2A6D}Ballester and Diego Prior-Jim{u296E}ez -- Pension funds under investments constraints : an assessment of the opportunity cost to the Greek social security system / Nikolaos T. Milonas, George A. Papachristou, Theodore A. Roupas -- Pension fund deficits and stock market efficiency: evidence from the United Kingdom / Weixi Liu and Ian Tonks -- Return -based style analysis applied to Spanish balanced pension plans / Laura Andreu ... [et al.].
650		0	_aPension trusts.
650		0	_aRisk management.
700	1		_aMicocci, Marco.
700	1		_aGregoriou, Greg N., _d1956-
700	1		_aMasala, Giovanni Batista.
830		0	_aChapman & Hall/CRC finance series.
907			_a.b15266746 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHD7105.4.P436
914			_avtls003490334
990			_ark4
991			_aFakulti Ekonomi dan Perniagaan
998			_at _b2012-12-03 _cm _da _feng _gflu _y0 _z.b15266746
999			_c510727 _d510727