Financial risk management for pension plans:
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Bibliographic Details
Main Author: Ostaszewski, Krzysztof M. (Author)
Format: Electronic eBook
Language:English
Published: Amsterdam Elsevier 2004
Edition:1st ed
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Title from title screen
Includes bibliographical references and index
Cover -- Financial Risk Management for Pension Plans -- Abstract -- table of contents -- Introduction -- Part 1: Fundamentals -- 1. Retirement plans as a part of economic security system -- 2. Fundamental concepts of theory of interest -- 3. Life insurance and annuities -- Part 2: Valuation of Assets and Liabilities -- 4. General principles of pension plan valuation -- 5. Valuation of pension plan liabilities -- 6. Random fluctuation of pension liabilities -- 7. Valuation of pension plan assets -- Part 3: Financial Risk Management -- 8. General rules of risk classification and measurement -- 9. Interest rate risk-nonrandom approach -- 10. Stochastic approach to financial risk management -- 11. Conclusion -- Bibliography -- Index -- Last Page
Physical Description:1 Online-Ressource (xiv, 366 p.)
ISBN:0080459242
9780080459240

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