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A Traffic light approach to solvency measurement of Swiss occupational pension funds

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      <subfield code="a">Braun, Alexander</subfield>
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      <subfield code="a">A Traffic light approach to solvency measurement of Swiss occupational pension funds</subfield>
      <subfield code="c">Alexander Braun, Przemysaw Rymaszewski and Hato Schmeiser</subfield>
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      <subfield code="a">In this paper, authors combine a stochastic pension fund model with a traffic light approach to solvency measurement of occupational pension funds in Switzerland. Assuming normally distributed asset returns, a closed-form solution can be derived. Despite its simplicity, authors believe the model comprises the essential risk sources needed in supervisory practice.</subfield>
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      <subfield code="t">Geneva papers on risk and insurance : issues and practice</subfield>
      <subfield code="d">Geneva : The Geneva Association, 1976-</subfield>
      <subfield code="x">1018-5895</subfield>
      <subfield code="g">01/04/2011 Tomo 36 Número 2  - 2011 , p. 254-282</subfield>
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