Centro de Documentacion de Fundación MAPFRE - Optimizing the aging, retirement, and pensions dilemma

MAP20100030806

Optimizing the aging, retirement, and pensions dilemma / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba. — New Jersey : John Wiley & Sons, 2010

XVIII, 411 p. ; 23 cm.

Sumario: Issues in retirement -- The various costs on pensions: macro and micro -- The various pillars of retirement: Social Security, company pensions, supplementary pensions, and private savings -- Asset classes: historical performance and risk -- The current economic crisis and its impact on retirement decisions -- The impact of population aging on household portfolios and asset returns -- A continuous time approach to asset-liability surplus management -- Should defined pension schemes be career average or final salary? -- Applying stochastic programming to the US defined benefit pension system -- Mortality-linked securities and derivatives -- Asset allocation and governance issues of government-owned pensions -- Issues in individual asset-liability management for retirement -- Learning for others models -- The innovest Austrian pension fund financial planning model -- An individual ALM model for lifetime asset-liability management -- Implemention and numerical results of individual ALM model for lifetime asset-liability management

ISBN 978-0-470-37734-5

1. Sistemas de pensiones . 2. Jubilación . 3. Envejecimiento de la población . 4. Seguridad Social . 5. ALM . 6. Ageingnomics. Economia senior . I. Schwartz, Sandra L. . II. Ziemba, William T. . III. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: MAP - 40 BER OPT — Record number: 048521

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