MoneyScience News |
- Blog Post: TheFinancialServicesClub: The World's Top 20 Banks: 2013
- Published / Preprint: Systematic and non-systematic mortality risk in pension portfolios. (arXiv:1307.8020v1 [q-fin.RM])
- Blog Post: iMFdirect: U.S. Fiscal Policy: A Tough Balancing Act
Blog Post: TheFinancialServicesClub: The World's Top 20 Banks: 2013 Posted: 31 Jul 2013 04:32 AM PDT |
Posted: 30 Jul 2013 05:38 PM PDT We study the effects of non-systematic and systematic mortality risks on the required initial capital in a pension plan, in the presence of financial risks. We discover that for a pension plan with few members the impact of pooling on the required capital per person is strong, but non-systematic risk diminishes rapidly as the number of members increases. Systematic mortality risk, on the other... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: U.S. Fiscal Policy: A Tough Balancing Act Posted: 30 Jul 2013 07:53 AM PDT |
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