A Traffic light approach to solvency measurement of Swiss occupational pension funds
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110035365 | ||
| 003 | MAP | ||
| 005 | 20110525094842.0 | ||
| 008 | 110519e20110401esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a20 | ||
| 100 | $0MAPA20110016494$aBraun, Alexander | ||
| 245 | 0 | 0 | $aA Traffic light approach to solvency measurement of Swiss occupational pension funds$cAlexander Braun, Przemysaw Rymaszewski and Hato Schmeiser |
| 520 | $aIn 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. | ||
| 650 | 1 | $0MAPA20080591021$aFondos de pensiones | |
| 650 | 1 | $0MAPA20080552701$aSolvencia | |
| 650 | 1 | $0MAPA20100024867$aRegulación económica | |
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080608804$aSupervisión de seguros | |
| 651 | 1 | $0MAPA20080637668$aSuiza | |
| 700 | 1 | $0MAPA20110016487$aRymaszewski, Przemysaw | |
| 700 | 1 | $0MAPA20080147648$aSchmeiser, Hato | |
| 773 | 0 | $wMAP20077100215$tGeneva papers on risk and insurance : issues and practice$dGeneva : The Geneva Association, 1976-$x1018-5895$g01/04/2011 Tomo 36 Número 2 - 2011 , p. 254-282 |