001433803 000__ 02715cam\a2200517\i\4500
001433803 001__ 1433803
001433803 003__ OCoLC
001433803 005__ 20230309003654.0
001433803 006__ m\\\\\o\\d\\\\\\\\
001433803 007__ cr\cn\nnnunnun
001433803 008__ 210211s2021\\\\sz\\\\\\ob\\\\000\0\eng\d
001433803 019__ $$a1237403545$$a1243412512$$a1244117139$$a1249944746
001433803 020__ $$a9783030555283$$q(electronic bk.)
001433803 020__ $$a3030555283$$q(electronic bk.)
001433803 020__ $$z3030555275
001433803 020__ $$z9783030555276
001433803 0247_ $$a10.1007/978-3-030-55528-3$$2doi
001433803 035__ $$aSP(OCoLC)1237307400
001433803 040__ $$aYDX$$beng$$erda$$epn$$cYDX$$dYDXIT$$dOCLCO$$dGW5XE$$dEBLCP$$dSFB$$dDCT$$dLEATE$$dUKAHL$$dN$T$$dOCLCQ$$dCOM$$dOCLCQ
001433803 049__ $$aISEA
001433803 050_4 $$aHD7105.4$$b.M46 2021
001433803 08204 $$a332.67/254$$223
001433803 1001_ $$aMenoncin, Francesco,$$eauthor.
001433803 24510 $$aRisk management for pension funds :$$ba continuous time approach with applications in R /$$cFrancesco Menoncin.
001433803 264_1 $$aCham, Switzerland :$$bSpringer,$$c[2021]
001433803 300__ $$a1 online resource
001433803 336__ $$atext$$btxt$$2rdacontent
001433803 337__ $$acomputer$$bc$$2rdamedia
001433803 338__ $$aonline resource$$bcr$$2rdacarrier
001433803 347__ $$atext file
001433803 347__ $$bPDF
001433803 4901_ $$aEURO advanced tutorials on operational research
001433803 504__ $$aIncludes bibliographical references.
001433803 506__ $$aAccess limited to authorized users.
001433803 520__ $$aThis book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor's wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature.
001433803 588__ $$aOnline resource; title from digital title page (viewed on March 15, 2021).
001433803 650_0 $$aPension trusts$$xRisk management.
001433803 655_0 $$aElectronic books.
001433803 77608 $$iPrint version:$$z3030555275$$z9783030555276$$w(OCoLC)1163953346
001433803 830_0 $$aEURO advanced tutorials on operational research.
001433803 852__ $$bebk
001433803 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-55528-3$$zOnline Access$$91397441.1
001433803 909CO $$ooai:library.usi.edu:1433803$$pGLOBAL_SET
001433803 980__ $$aBIB
001433803 980__ $$aEBOOK
001433803 982__ $$aEbook
001433803 983__ $$aOnline
001433803 994__ $$a92$$bISE