Results 261 to 270 of about 256,222 (310)

Pension funds insurance individuation

Mathematical Methods of Operations Research (ZOR), 2000
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Charles S. Tapiero, Assa Birati
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Actuaries, Pension Funds and Investment

Transactions of the Faculty of Actuaries, 1990
AbstractThe authors discuss the investment of pension and other institutional funds, stressing a theme of investing to meet liabilities. Their aim is to stimulate debate by actuaries and the investment community, leading to the development of better approaches to pension fund investment and its monitoring.The first part of the paper considers the ...
T. G. Arthur, P. A. Randall
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Modern Pension Fund Diversification

SSRN Electronic Journal, 2014
The risk and return characteristics of a highly diversified investment portfolio are examined in an effort to best assess its potential by means that incorporate both conventional risk estimation and performance evaluation. Estimation of performance variability and downside risk often assumes a constant, stable, average covariance matrix of asset ...
Martin Anderson, Shan Chen, James Hacking, Marc R Lieberman, Mark Lundin, Vaida Maleckaite, Allan Martin, Ryan Parham, Mark Steed   +8 more
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Pension schemes as options on pension fund assets: implications for pension fund management

Insurance: Mathematics and Economics, 1998
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The Economics of Local Government Pensions and Pension Funding

Journal of Political Economy, 1978
This paper presents a simple analytical model of optimum pension size and funding practices for a local government. The criterion used is that the attainable frontier of labor-service purchases, for two periods, should be pushed out as far as possible given that there is a fixed endowment of tax revenues in each period. After the characteristics of the
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The Supplementary Pension Fund Register

Scandinavian Journal of Public Health, 2011
Introduction: Information on individual long-term work history is often required in occupational studies of diseases. Content: The Supplementary Pension Fund Register has kept individual information on all employments, including start and end, on a company level backdating to 1964 for all wage earners in Denmark. Based on the computerised information,
Johnni, Hansen, Christina Funch, Lassen
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A realistic approach to pension funding

Journal of the Institute of Actuaries, 1992
AbstractRecent developments which affect the financing of occupational pension schemes in the U.K. arc reviewed. These point to the need for realistic bases, and an approach to finding a ‘best estimate’ is described. It is suggested that typical bases contain significant margins and the long-term dangers of using bases which contain margins are ...
P.N. Thornton, A.F. Wilson
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Portfolio Management for Pension Funds

2003
This paper introduces the use of dynamic stochastic optimisation for pension fund management. The design of such products involves econometric modelling, economic scenario generation, generic methods of solving optimization problems and modelling of required risk tolerances. In nearly all the historical backtests using data over roughly the past decade
Santiago Arbeleche, Michael A. H. Dempster, Elena A. Medova, Giles W. P. Thompson, Michael Villaverde   +4 more
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Effect of Pension Fund Investment on Pension Fund Performance in Nigeria

International Journal of Economics, Business and Management Research
The study explored the intricate relationship between Pension Fund Investment (PFI) and the performance of pension funds in Nigeria, specifically focusing on Benefit Paid (BFP) and Investment Income (INVTI). The analysis employs regression models and statistical measures to unravel the dynamics at play within the pension fund ecosystem.
null NWALA, Maurie Nneka, Solomon Mangba, null UNOROH, Eseoghene Faith   +4 more
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Pension Funds

Abstract The trust is the preferred legal foundation for occupational pension schemes in many common law jurisdictions. This chapter identifies three features of the trust that make it an appropriate choice, in addition to its much-vaunted flexibility and its familiarity to legal professionals.
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