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010   $a3-030-55528-3
024 7 $a10.1007/978-3-030-55528-3
035   $a(CKB)4100000011759469
035   $a(DE-He213)978-3-030-55528-3
035   $a(MiAaPQ)EBC6475837
035   $a(PPN)25386058X
035   $a(EXLCZ)994100000011759469
100   $a20210209d2021      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aRisk Management for Pension Funds $eA Continuous Time Approach with Applications in R /$fby Francesco Menoncin
205   $a1st ed. 2021.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2021.
215   $a1 online resource (VII, 239 p. 141 illus., 137 illus. in color.) 
225 1 $aEURO Advanced Tutorials on Operational Research,$x2364-6888
311   $a3-030-55527-5 
330   $aThis book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor's wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature.
410  0$aEURO Advanced Tutorials on Operational Research,$x2364-6888
606   $aOperations research
606   $aManagement science
606   $aFinancial risk management
606   $aStatistics
606   $aSocial sciences$xMathematics
606   $aFinancial services industry
606   $aOperations Research, Management Science 
606   $aOperations Research and Decision Theory
606   $aRisk Management
606   $aStatistics in Business, Management, Economics, Finance, Insurance
606   $aMathematics in Business, Economics and Finance
606   $aFinancial Services
615  0$aOperations research.
615  0$aManagement science.
615  0$aFinancial risk management.
615  0$aStatistics.
615  0$aSocial sciences$xMathematics.
615  0$aFinancial services industry.
615 14$aOperations Research, Management Science .
615 24$aOperations Research and Decision Theory.
615 24$aRisk Management.
615 24$aStatistics in Business, Management, Economics, Finance, Insurance.
615 24$aMathematics in Business, Economics and Finance.
615 24$aFinancial Services.
676   $a332.67254
700   $aMenoncin$b Francesco$0563347
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bUtOrBLW
906   $aBOOK
912   $a9910483135403321
996   $aRisk Management for pension funds$91205402
997   $aUNINA