Projections of pension fund solvency under alternative valuation regimes

Andriy Andreev, Hans-Kristian Gunnar Sjöholm

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Peer-reviewed scientific journalSCANDINAVIAN ACTUARIAL JOURNAL
Issue number9
Pages (from-to)239-251
Number of pages13
DOIs
Publication statusPublished - 2009
MoE publication typeA1 Journal article - refereed

Keywords

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

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