Hostname: page-component-cd9895bd7-7cvxr Total loading time: 0 Render date: 2024-12-23T08:03:45.623Z Has data issue: false hasContentIssue false
  • English
  • Français

Pensions, Funding and Risk. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 7 , Issue 4 , 01 October 2001 , pp. 663 - 686
Copyright
Copyright © Institute and Faculty of Actuaries 2001

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Jarvis, S.J., Southall, F.E. & Varnell, E.M. (2001). Modern valuation techniques. Paper presented to the Staple Inn Actuarial Society, 6 February 2001.Google Scholar
Armitage, S. & Exley, C.J. (2000). Personal tax and the cost of equity with applications for investment and pensions actuaries. Paper presented to the joint Institute and Faculty of Actuaries Investment Conference, 2000.Google Scholar
Cochrane, J. (2001). Asset pricing. Princeton.Google Scholar
Christofides, S.C. & Smith, A.D. (2001). DFA, the value of risk. Casualty Actuarial Forum.Google Scholar
Cox, J., Ingersoll, J. & Ross, S. (1985). An intertemporal general equilibrium model of asset prices. Econometrica, 53, 363–384.CrossRefGoogle Scholar
Duffie, D. (1996). Dynamic asset pricing theory. Princeton University Press.Google Scholar