Economic capital for defined benefit pension schemes: An application to the UK Universities Superann...
Economic capital for defined benefit pension schemes: An application to the UK Universities Superannuation Scheme
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Publisher
Cambridge, UK: Cambridge University Press
Journal title
Language
English
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Publisher
Cambridge, UK: Cambridge University Press
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Scope and Contents
Contents
This article considers the amount of economic capital that defined benefit (DB) pension schemes potentially need to cover the risks they are running. A real open scheme, the Universities Superannuation Scheme, is modelled and used to illustrate our results and, as expected, economic capital requirements are large. We discuss the appropriateness of...
Alternative Titles
Full title
Economic capital for defined benefit pension schemes: An application to the UK Universities Superannuation Scheme
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Author / Creator
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Record Identifier
TN_cdi_proquest_journals_1142094040
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1142094040
Other Identifiers
ISSN
1474-7472
E-ISSN
1475-3022
DOI
10.1017/S1474747212000029
