Buy-in and buy-out market is growing. Insurance companies and investment banks are offering the instruments under consideration to allow longevity risk to be managed. Over the past few years, pension funds have become an increasingly important issue for companies. Pension de- risking helps corporate sponsors and trustees remove or reduce the risk of additional financial costs associated with pension schemes. The aim is the valuation of the longevity risk impact on pension schemes, to establish if buy-in and buy-out can improve the fund performance, as well as the increase of the benefits to be corresponded to the pensioner.
De-risking strategy: Modeling buy-in / V., D'Amato; DI LORENZO, Emilia; M., Sibillo. - (2013). (Intervento presentato al convegno Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics tenutosi a London nel 14-16 December 2013).
De-risking strategy: Modeling buy-in
DI LORENZO, EMILIA;
2013
Abstract
Buy-in and buy-out market is growing. Insurance companies and investment banks are offering the instruments under consideration to allow longevity risk to be managed. Over the past few years, pension funds have become an increasingly important issue for companies. Pension de- risking helps corporate sponsors and trustees remove or reduce the risk of additional financial costs associated with pension schemes. The aim is the valuation of the longevity risk impact on pension schemes, to establish if buy-in and buy-out can improve the fund performance, as well as the increase of the benefits to be corresponded to the pensioner.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
