Projections of pension fund solvency under alternative valuation regimes

Andriy Andreev; Hans-Kristian Gunnar Sjöholm

doi:10.1080/03461230802281005

Projections of pension fund solvency under alternative valuation regimes

Andriy Andreev
, Hans-Kristian Gunnar Sjöholm

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Peer-reviewed scientific journal	SCANDINAVIAN ACTUARIAL JOURNAL
Issue number	9
Pages (from-to)	239-251
Number of pages	13
DOIs	https://doi.org/10.1080/03461230802281005
Publication status	Published - 2009
MoE publication type	A1 Journal article - refereed

Keywords

Funding ratio return
Long-horizon rate of return
Stochastic processes
Asset liability management
Accounting standards
LIABILITIES

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10.1080/03461230802281005

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Owner impatience and corporate behavior (Tulos tai ulos - omistajuus kvartaalitaloudessa)
Liljeblom, E. (Project manager, academic), Maury, B. (Project participant), Pasternack, D. (Project participant), Löflund, A. (Project participant), Sjöholm, H.-K. (Project participant) & Nikoskelainen, E. V. (Project participant)
01.01.2006 → 31.12.2009
Project: Externally funded project

Cite this

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title = "Projections of pension fund solvency under alternative valuation regimes",

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AU - Sjöholm, Hans-Kristian Gunnar

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KW - Long-horizon rate of return

KW - Stochastic processes

KW - Asset liability management

KW - Accounting standards

KW - LIABILITIES

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DO - 10.1080/03461230802281005

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Projections of pension fund solvency under alternative valuation regimes

Keywords

Access to Document

OpenUrl availability

Projects

Owner impatience and corporate behavior (Tulos tai ulos - omistajuus kvartaalitaloudessa)

Cite this