Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-25T21:54:43.384Z Has data issue: false hasContentIssue false
  • English
  • Français

A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. 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 9 , Issue 3 , 01 August 2003 , pp. 587 - 618
Copyright
Copyright © Institute and Faculty of Actuaries 2003

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

Reference

Panjer, H.H., Boyle, P.P., Cox, S.H., Gerber, H.U., Mueller, H.H., Pederson, H.W., Pliska, S.R., Sherris, U.M., Shiu, E.S. & Tan, K.S. (1998). Financial economics: with application to investments, insurance and pensions. The Actuarial Foundation.Google Scholar

Reference

Bordley, R. & LiCalzi, M. (2000). Decision analysis using targets instead of utility functions. Decisions in Economics and Finance, 23, 53–74.Google Scholar

Reference

Campbell, J.Y. & Viceira, L.M. (2002). Strategic asset allocation — portfolio choice for long-term investors. Oxford University Press.Google Scholar
Eichberger, J. & Harper, I.R. (1997). Financial economics. Oxford University Press.CrossRefGoogle Scholar
Markowitz, H. (1952). Portfolio selection. Journal of Finance, 7, 77–91.Google Scholar