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Optimizing the aging, retirement, and pensions dilemma [[electronic resource] /] / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba
| Optimizing the aging, retirement, and pensions dilemma [[electronic resource] /] / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba |
| Autore | Bertocchi Marida |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (432 p.) |
| Disciplina |
331.252
332.024 332.024/014 |
| Altri autori (Persone) |
SchwartzS. L <1943-> (Sandra L.)
ZiembaW. T |
| Collana | Wiley finance series |
| Soggetto topico |
Retirement - Economic aspects
Retirement income - Planning Pensions |
| ISBN |
1-282-49090-7
9786612490903 1-118-26638-2 0-470-58566-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Optimizing the Aging, Retirement, and Pensions Dilemma; Contents; Acknowledgments; Preface; Part I: The Aging Population: Issues for Retirement; Chapter 1: Issues in Retirement; 1.1 LONGEVITY AND CHANGING DEMOGRAPHICS ACROSS THE WORLD; 1.2 THE EVOLUTION OF RETIREMENT; 1.3 PROVISION FOR RETIREMENT; Chapter 2: The Various Costs of Pensions: Macro and Micro; 2.1 GOVERNMENTAL COST OF RETIREMENT; 2.2 PENSIONS AND CAPITAL FORMATION; 2.3 REGULATING CORPORATE PENSIONS; 2.4 DC VS. DB: SHIFTING THE RISKS; 2.5 FREEZING PENSION PLANS; 2.6 WHERE DO WE GO FROM HERE?
Chapter 3: The Various Pillars of Retirement: Social Security, Company Pensions, Supplementary Pensions, and Private Savings3.1 PILLARS OF RETIREMENT; 3.2 REFORMING OECD PENSIONS; 3.3 CHANGING ROLE OF PRIVATE PENSIONS; 3.4 PLANS FOR REFORMING SOCIAL PENSIONS; 3.5 RETHINKING PENSION PROMISES: BREAKING THE FIXED LINK TO A MONETARY VALUE; 3.6 INTERGENERATIONAL RISK-SHARING; Chapter 4: Asset Classes: Historical Performance and Risk; 4.1 EQUITIES; 4.2 ETFS: EXCHANGE-TRADED FUNDS; 4.3 BONDS AND FIXED INCOME; 4.4 THE BOND-STOCK MEASURE FOR MEDIUM-TERM LARGE CRASH PREDICTION; 4.5 HEDGE FUNDS 4.6 REAL ASSETS4.7 HOUSING AS AN ASSET CLASS; 4.8 GOLD AND OTHER COMMODITIES; 4.9 PRIVATE EQUITY AND RELATED ASSETS; 4.10 CURRENCIES; 4.11 EVALUATION OF GREAT INVESTORS; 4.12 FUNDAMENTAL AND SEASONAL ANOMALIES OF ASSET RETURNS; Chapter 5: The Current Economic Crisis and Its Impact on Retirement Decisions; 5.1 HOUSEHOLD AND GOVERNMENT DEBT; 5.2 WERE THE CRASH MODELS HELPFUL INSIGNALING THE US AND WORLDWIDE 2007-2009 CRASH?; 5.3 THE SUBPRIME CRISIS AND HOW IT EVOLVED; 5.4 IMPACT ON RETIREMENT EXPECTATIONS; 5.5 PENSIONS IN TROUBLE; 5.6 STATE PENSIONS; 5.7 FUTURE ERP 5.8 FUTURE INFLATION AND PENSIONSPart II: Special Issues and Models; Chapter 6: The Impact of Population Aging on Household Portfolios and Asset Returns; 6.1 INTRODUCTION; 6.2 THE EMPIRICAL EVIDENCE; 6.3 MODELS FOR PORTFOLIO CHOICES AND LIFE-CYCLE ASSET ALLOCATIONS; 6.4 CONCLUSIONS; Chapter 7: A Continuous Time Approach to Asset-Liability Surplus Management; 7.1 THE RUDOLF-ZIEMBA (2004) INTERGENERATIONAL SURPLUS MANAGEMENT MODEL; 7.2 A CASE STUDY APPLICATION OF THE RUDOLF-ZIEMBA MODEL; Chapter 8: Should Defined Benefit Pension Schemes Be Career Average or Final Salary?; 8.1 INTRODUCTION 8.2 CAREER AVERAGE DEFINED BENEFIT SCHEMES8.3 COST NEUTRALITY; 8.4 CHOOSING THE REVALUATION RATE; 8.5 THE ADOPTION OF CAREER AVERAGE PENSION SCHEMES; 8.6 ADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.7 DISADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.8 REDISTRIBUTION EFFECTS OF A SWITCH TO CAREER AVERAGE PENSIONS; 8.9 CONCLUSIONS; Chapter 9: Applying Stochastic Programming to the US Defined Benefit Pension System; 9.1 INTRODUCTION; 9.2 INTEGRATED CORPORATE/PENSION PLANNING MODEL; 9.3 ASSISTING THE DEFINED BENEFIT PENSION SYSTEM; 9.4 CONCLUSIONS Chapter 10: Mortality-Linked Securities and Derivatives |
| Record Nr. | UNINA-9910139466503321 |
Bertocchi Marida
|
||
| Hoboken, NJ, : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Optimizing the aging, retirement, and pensions dilemma / / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba
| Optimizing the aging, retirement, and pensions dilemma / / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba |
| Autore | Bertocchi Marida |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (432 p.) |
| Disciplina |
331.252
332.024 332.024/014 |
| Altri autori (Persone) |
SchwartzS. L <1943-> (Sandra L.)
ZiembaW. T |
| Collana | Wiley finance series |
| Soggetto topico |
Retirement - Economic aspects
Retirement income - Planning Pensions |
| ISBN |
1-282-49090-7
9786612490903 1-118-26638-2 0-470-58566-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Optimizing the Aging, Retirement, and Pensions Dilemma; Contents; Acknowledgments; Preface; Part I: The Aging Population: Issues for Retirement; Chapter 1: Issues in Retirement; 1.1 LONGEVITY AND CHANGING DEMOGRAPHICS ACROSS THE WORLD; 1.2 THE EVOLUTION OF RETIREMENT; 1.3 PROVISION FOR RETIREMENT; Chapter 2: The Various Costs of Pensions: Macro and Micro; 2.1 GOVERNMENTAL COST OF RETIREMENT; 2.2 PENSIONS AND CAPITAL FORMATION; 2.3 REGULATING CORPORATE PENSIONS; 2.4 DC VS. DB: SHIFTING THE RISKS; 2.5 FREEZING PENSION PLANS; 2.6 WHERE DO WE GO FROM HERE?
Chapter 3: The Various Pillars of Retirement: Social Security, Company Pensions, Supplementary Pensions, and Private Savings3.1 PILLARS OF RETIREMENT; 3.2 REFORMING OECD PENSIONS; 3.3 CHANGING ROLE OF PRIVATE PENSIONS; 3.4 PLANS FOR REFORMING SOCIAL PENSIONS; 3.5 RETHINKING PENSION PROMISES: BREAKING THE FIXED LINK TO A MONETARY VALUE; 3.6 INTERGENERATIONAL RISK-SHARING; Chapter 4: Asset Classes: Historical Performance and Risk; 4.1 EQUITIES; 4.2 ETFS: EXCHANGE-TRADED FUNDS; 4.3 BONDS AND FIXED INCOME; 4.4 THE BOND-STOCK MEASURE FOR MEDIUM-TERM LARGE CRASH PREDICTION; 4.5 HEDGE FUNDS 4.6 REAL ASSETS4.7 HOUSING AS AN ASSET CLASS; 4.8 GOLD AND OTHER COMMODITIES; 4.9 PRIVATE EQUITY AND RELATED ASSETS; 4.10 CURRENCIES; 4.11 EVALUATION OF GREAT INVESTORS; 4.12 FUNDAMENTAL AND SEASONAL ANOMALIES OF ASSET RETURNS; Chapter 5: The Current Economic Crisis and Its Impact on Retirement Decisions; 5.1 HOUSEHOLD AND GOVERNMENT DEBT; 5.2 WERE THE CRASH MODELS HELPFUL INSIGNALING THE US AND WORLDWIDE 2007-2009 CRASH?; 5.3 THE SUBPRIME CRISIS AND HOW IT EVOLVED; 5.4 IMPACT ON RETIREMENT EXPECTATIONS; 5.5 PENSIONS IN TROUBLE; 5.6 STATE PENSIONS; 5.7 FUTURE ERP 5.8 FUTURE INFLATION AND PENSIONSPart II: Special Issues and Models; Chapter 6: The Impact of Population Aging on Household Portfolios and Asset Returns; 6.1 INTRODUCTION; 6.2 THE EMPIRICAL EVIDENCE; 6.3 MODELS FOR PORTFOLIO CHOICES AND LIFE-CYCLE ASSET ALLOCATIONS; 6.4 CONCLUSIONS; Chapter 7: A Continuous Time Approach to Asset-Liability Surplus Management; 7.1 THE RUDOLF-ZIEMBA (2004) INTERGENERATIONAL SURPLUS MANAGEMENT MODEL; 7.2 A CASE STUDY APPLICATION OF THE RUDOLF-ZIEMBA MODEL; Chapter 8: Should Defined Benefit Pension Schemes Be Career Average or Final Salary?; 8.1 INTRODUCTION 8.2 CAREER AVERAGE DEFINED BENEFIT SCHEMES8.3 COST NEUTRALITY; 8.4 CHOOSING THE REVALUATION RATE; 8.5 THE ADOPTION OF CAREER AVERAGE PENSION SCHEMES; 8.6 ADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.7 DISADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.8 REDISTRIBUTION EFFECTS OF A SWITCH TO CAREER AVERAGE PENSIONS; 8.9 CONCLUSIONS; Chapter 9: Applying Stochastic Programming to the US Defined Benefit Pension System; 9.1 INTRODUCTION; 9.2 INTEGRATED CORPORATE/PENSION PLANNING MODEL; 9.3 ASSISTING THE DEFINED BENEFIT PENSION SYSTEM; 9.4 CONCLUSIONS Chapter 10: Mortality-Linked Securities and Derivatives |
| Record Nr. | UNINA-9910813260403321 |
|
Bertocchi Marida
|
||
| Hoboken, NJ, : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||