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Parametre
- 248 stránok
- 9 hodin čítania
Viac o knihe
Focusing on the risk management of pension funds, this book offers a comprehensive framework for understanding and analyzing optimal asset allocation in a dynamic, stochastic environment, particularly addressing longevity risk. It equips readers with the necessary tools and R codes to replicate findings and deepen their analysis. The text also explores the complexities of hedging longevity risk within incomplete markets, engaging with ongoing discussions in contemporary literature despite the lack of strong theoretical results in this area.
Nákup knihy
Risk Management for Pension Funds, Francesco Menoncin
- Jazyk
- Rok vydania
- 2021
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- (pevná)
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Platobné metódy
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- Podtitul
- A Continuous Time Approach with Applications in R
- Jazyk
- anglicky
- Autori
- Francesco Menoncin
- Vydavateľ
- Springer International Publishing
- Rok vydania
- 2021
- Väzba
- pevná
- Počet strán
- 248
- ISBN13
- 9783030555276
- Série
- Anotácia
- Focusing on the risk management of pension funds, this book offers a comprehensive framework for understanding and analyzing optimal asset allocation in a dynamic, stochastic environment, particularly addressing longevity risk. It equips readers with the necessary tools and R codes to replicate findings and deepen their analysis. The text also explores the complexities of hedging longevity risk within incomplete markets, engaging with ongoing discussions in contemporary literature despite the lack of strong theoretical results in this area.