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

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<dc:creator>Braun, Alexander</dc:creator>
<dc:creator>Rymaszewski, Przemysaw</dc:creator>
<dc:creator>Schmeiser, Hato</dc:creator>
<dc:date>2011-04-01</dc:date>
<dc:description xml:lang="es">Sumario: 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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/131578.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Fondos de pensiones</dc:subject>
<dc:subject xml:lang="es">Solvencia</dc:subject>
<dc:subject xml:lang="es">Regulación económica</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Supervisión de seguros</dc:subject>
<dc:subject xml:lang="es">Suiza</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Traffic light approach to solvency measurement of Swiss occupational pension funds</dc:title>
<dc:relation xml:lang="es">En: Geneva papers on risk and insurance : issues and practice. - Geneva : The Geneva Association, 1976- = ISSN 1018-5895. - 01/04/2011 Tomo 36 Número 2  - 2011 , p. 254-282</dc:relation>
<dc:coverage xml:lang="es">Suiza</dc:coverage>
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