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Pension Valuation using Conditional Tail Expectation
Pension Valuation using Conditional Tail Expectation This presentation discusses the use of Conditional Tail Expectation CTE as an alternative to other pension valuation methods. Conditional Tail ...- Authors: Rene Delsanne, Claude Pichet, Carole Turcotte
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Pensions & Retirement>Defined benefit plans
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Current Pension Actuarial Practice In Light of Financial Economics Symposium: Desirable Funding Level of Defined Benefit Pension Plans
Current Pension Actuarial Practice In Light of Financial Economics Symposium: Desirable Funding Level of Defined Benefit Pension Plans The objective of this study is to measure the amount of ...- Authors: Carole Turcotte, ANNIE FORTIN
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Risk management