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Title:

Longevity Risk Assessment for Defined-Benefit Pension Plans

Document type:
Zeitschriftenaufsatz
Author(s):
Artinger, H.; Krayzler, M.; Zagst, R.
Non-TUM Co-author(s):
ja
Cooperation:
-
Abstract:
There are several risk factors relevant for defined-benefit pension plan’s liabilities. Until recently, most of the pension plans’ sponsors were especially concerned with the interest-rate and inflation risk, which have been often analysed by academics and practitioners. At the same time in the last years another type of risk became a very important issue for many pension plans, the so-called longevity risk. Plans’ sponsors faced with rapid mortality improvements and thus potential changes in t...     »
Intellectual Contribution:
Contribution to Practice
Journal title:
Insitutional Investors Journals, Special Issues
Journal listet in FT50 ranking:
nein
Year:
2014
Journal volume:
2014
Journal issue:
1
Pages contribution:
88-98
Reviewed:
nein
Language:
en
Status:
Erstveröffentlichung
Semester:
SS 02
Format:
Text
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Nein
International:
Ja
Book review:
Nein
Commissioned:
not commissioned
Professional Journal:
Nein
Mission statement:
;
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