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

1 Finished

Owner impatience and corporate behavior (Tulos tai ulos - omistajuus kvartaalitaloudessa)
Liljeblom, E., Maury, B., Pasternack, D., Löflund, A., Sjöholm, H. G. & Nikoskelainen, E. V.
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",

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

author = "Andriy Andreev and Sj{\"o}holm, {Hans-Kristian Gunnar}",

year = "2009",

doi = "10.1080/03461230802281005",

language = "English",

pages = "239--251",

journal = "SCANDINAVIAN ACTUARIAL JOURNAL",

issn = "0346-1238",

publisher = "Taylor & Francis",

number = "9",

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TY - JOUR

T1 - Projections of pension fund solvency under alternative valuation regimes

AU - Andreev, Andriy

AU - Sjöholm, Hans-Kristian Gunnar

PY - 2009

Y1 - 2009

KW - Funding ratio return

KW - Long-horizon rate of return

KW - Stochastic processes

KW - Asset liability management

KW - Accounting standards

KW - LIABILITIES

U2 - 10.1080/03461230802281005

DO - 10.1080/03461230802281005

M3 - Article

SP - 239

EP - 251

JO - SCANDINAVIAN ACTUARIAL JOURNAL

JF - SCANDINAVIAN ACTUARIAL JOURNAL

SN - 0346-1238

IS - 9

ER -

Projections of pension fund solvency under alternative valuation regimes

Keywords

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Projects

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

Cite this