A new defined benefit pension risk measurement methodology
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DOI: 10.1016/j.insmatheco.2015.03.027
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- David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018. "Longevity risk and capital markets: The 2015–16 update," Post-Print hal-01995778, HAL.
- Sunaryo Sunaryo & Alvia Santoni & Endri Endri & Muhammad Nusjirwan Harahap, 2020. "Determinants of Capital Adequacy Ratio for Pension Funds: A Case Study in Indonesia," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 203-213, July.
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Keywords
Defined-benefit pension plan; Pension sponsor risk; Longevity risk; Economic capital; Enterprise risk management;All these keywords.
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