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Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints

Authors
  1. B Ngwira
  2. Bundesministerium Des Innern
  3. D Blake
  4. D Dufresne
  5. D Hainaut
  6. D M Mcgill
  7. Dav -Deutsche Aktuarsvereinigung
  8. E Bogentoft
  9. E C Hustead
  10. E F Fama
  11. E M Lee
  12. H E Winklevoss
  13. J Detemple
  14. J H Cochrane
  15. J Y Campbell
  16. J Y Campbell
  17. J Y Campbell
  18. J Y Campbell
  19. J Y Campbell
  20. K Heubeck
  21. M Feldstein
  22. M I Owadally
  23. M I Owadally
  24. M W Brandt
  25. O S Mitchell
  26. Olivia S. Mitchell
  27. P Artzner
  28. P Artzner
  29. Pbgc
  30. R Josa-Fombellida
  31. R Maurer
  32. R Maurer
  33. R Novy-Marx
  34. R P Hoevenaars
  35. R P Hoevenaars
  36. R T Rockafellar
  37. Raimond Maurer
  38. Ralph Rogalla
  39. S C Chang
  40. S Haberman
  41. S Haberman
  42. S Haberman
  43. S Haberman
  44. S Haberman
  45. S Haberman
  46. S Haberman
Publication date
1 January 2008
Publisher
'Elsevier BV'
Doi

    Abstract

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      Last time updated on 28/11/2020

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