Essays on Pension Allocation and Pension Debt Valuation

There are two important issues associated with pension plans. First how pension funds allocate pension assets and how demographics affect pension allocation. Second, how pension liability is valued and what the appropriate pension default premium and the discount rate for pension liability should be...

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Bibliographic Details
Main Author: Jin, Wei
Published: Birkbeck (University of London) 2008
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487453