A Termination rule for pension guarantee funds
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180010071 | ||
| 003 | MAP | ||
| 005 | 20180425162231.0 | ||
| 008 | 180403e20180301esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a345 | ||
| 100 | $0MAPA20180004520$aCheng, Chunli | ||
| 245 | 1 | 2 | $aA Termination rule for pension guarantee funds$cChunli Cheng, Filip Uzefac |
| 520 | $aA termination rule based on a critical funding ratio is proposed for a pension guarantee fund (PGF) that considers closing an underfunded pension plan. This ratio is determined by solving an expected utility maximization problem on behalf of plan beneficiaries subject to two constraints designed to preserve the PGF's viability. The first is an upper bound on the PGF's annual intervention probability; the second, a restriction on the expected shortfall of an underfunded pension plan that is not closed. Both too low and too high critical funding ratios hurt beneficiaries' interests, depending on their degree of risk aversion. | ||
| 650 | 4 | $0MAPA20080591021$aFondos de pensiones | |
| 650 | 4 | $0MAPA20080585334$aFondos de garantía | |
| 650 | 4 | $0MAPA20080587260$aRatios financieros | |
| 650 | 4 | $0MAPA20080558949$aInsolvencia | |
| 650 | 4 | $0MAPA20080582418$aRiesgo financiero | |
| 700 | 1 | $0MAPA20180005206$aUzefac, Filip | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dNueva York : The American Risk and Insurance Association, 1964-$x0022-4367$g01/03/2018 Volumen 85 Número 1 - marzo 2018 , p. 275-300 |