Fair value and pension fund management (Elsevier, 2006)
Includes bibliographical references
Foreword - by Robert Merton -- - Introduction to 'Fair value and pension fund management' - by Niels Kortleve, Theo Nijman and Eduard Ponds -- - Pension funds at risk - by Casper van Ewijk and Martijn van de Ven -- - Building better pension plans on a 'fair value' foundation - by Ketih Ambachtsheer -- - The fair value principle - by Jon Exley -- - Techniques for market-consisten valuation of contingent claims - by John Hibbert, Steven Morrison and Craig Turnbull -- - Valuation and risk management of inflation-sensitive pension rights - by Theo Nijman and Ralph Koijen -- - Fair value for pension fund liabilities and consequences for strategic asset allocation - by Anthony J. Foley, Andrei Serjantov and Ralph Smith -- - Fair value accounting and pesnion benefit guarantees - by Zvi Bodie -- - Value and risk sharing in defined benefit pension plans - by Andrew Smith -- - Pension deals and value-based ALM - by Niels Kortleve and Eduard Ponds