Open AccessManaging Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
Author(s) -
Raimond Maurer,
Olivia S. Mitchell,
Ralph Rogalla
Publication year - 2008
Language(s) - English
Resource type - Reports
DOI - 10.3386/w14332
Subject(s) - cvar , pension , economics , volatility (finance) , expected shortfall , actuarial science , investment (military) , business , risk management , finance , politics , political science , law