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Solvency analysis of defined benefit pension schemes

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  • Devolder, Pierre
  • Piscopo, Gabriella

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  • Devolder, Pierre & Piscopo, Gabriella, 2012. "Solvency analysis of defined benefit pension schemes," LIDAM Discussion Papers ISBA 2012030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2012030
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    File URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP_2012_30_devolder.pdf
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    References listed on IDEAS

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    1. Mary Hardy & Julia Wirch, 2004. "The Iterated Cte," North American Actuarial Journal, Taylor & Francis Journals, vol. 8(4), pages 62-75.
    2. Lynn Wirch, Julia & Hardy, Mary R., 1999. "A synthesis of risk measures for capital adequacy," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 337-347, December.
    3. Bodie, Zvi & Merton, Robert C. & Samuelson, William F., 1992. "Labor supply flexibility and portfolio choice in a life cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 427-449.
    4. Campbell, John Y. & Viceira, Luis M., 2002. "Strategic Asset Allocation: Portfolio Choice for Long-Term Investors," OUP Catalogue, Oxford University Press, number 9780198296942.
    5. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
    6. Grosen, Anders & Løchte Jørgensen, Peter, 2001. "Life Insurance Liabilities at Market Value," Finance Working Papers 01-4, University of Aarhus, Aarhus School of Business, Department of Business Studies.
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