Results 91 to 100 of about 1,273 (145)

Pension reserve computations on GPUs

Proceedings of the 3rd ACM SIGPLAN workshop on Functional high-performance computing, 2014
New regulations from the European Union, called Solvency II, require that life insurance and pension providers perform more complicated calculations to demonstrate their solvency. At the same time, exploiting alternative computational paradigms such as GPGPU requires a high degree of expertise about the hardware and ties the computational ...
Christian Harrington   +3 more
openaire   +1 more source

Feedback analysis of population, economy and pension: Moderate scale of China’s pension strategic reserve

Physica A: Statistical Mechanics and its Applications, 2020
Abstract This paper puts the population, economy and pension into a unified framework, analyzes the interactive feedback mechanism between them, and builds a system dynamics model to explore the moderate scale of China’s pension strategic reserve from the following three perspectives: whether it can resist the pension payment crisis in future ...
Yunshu Tang   +3 more
openaire   +1 more source

Reserves in Life and Pension Insurance

Scandinavian Actuarial Journal, 1991
Prospective and retrospective reserves are defined as conditional expected values, given some information available at the time of consideration. Each specification of the information invoked gives rise to a corresponding pair of reserves. Relationships between reserves are established in the general set-up.
openaire   +1 more source

Sovereign pension and social security reserve funds: A portfolio analysis

Global Finance Journal, 2017
Sovereign wealth funds (SWFs) have been increasing in numbers and in the global reach of their investment activities. At the same time, they seem to experience the adverse consequences of the financial crisis differently than other financial intermediaries. This paper assesses whether and how a retirement-financing purpose has affected their investment
DREASSI, Alberto   +2 more
openaire   +4 more sources

Financial investment instruments of pension reserves: New approaches to investment policy

Studies on Russian Economic Development, 2011
This paper reviews investment policy and new approaches to the allocation of pension reserves based on the principle of the reasonable investor. The offered approaches permit nongovernmental pension funds to more adequately respond to market challenges, at the same time maintaining transparency and reliability of investments, which make it possible to ...
Yu. A. Platonov, E. A. Fedorova
openaire   +1 more source

The French Reserve Fund for the Pension System - FRR

Revue d'économie financière (English ed.), 2009
According to international classifications, pension reserve funds - among which the French FRR (Fonds de réserve pour les retraites) - are viewed either as fully-fledged sovereign wealth fund (SWF) (IMF), or as a hybrid kind of SWF or as something clearly distinct from SWF (OECD). Being a public, long-term investor with a diversified portfolio, the FRR
openaire   +2 more sources

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