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Risk-Based Supervision of Pension Funds
6 references·0 citing·25 second hop
Risk-Based Supervision of Pension Funds (2008)Risk-Based Supervision of Pension FundsQuantifying the Costs of Investment Limits for Chilean Pension Funds* (2006)Quantifying the Costs of Inve…After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)After VaR: The Theory, Estima…Social security coverage in Latin America (2005)Social security coverage in L…Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Spectral measures of risk: A …Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (2001)Pensionmetrics: stochastic pe…Coherent Measures of Risk (1999)Coherent Measures of RiskAre there positive incentives from privatizing social security? A panel analysis of pension reform in Latin America (2002)Keeping the Promise of Social Security in Latin America (2004)Old-age pension reform and modernization pathways: Lessons for China from Latin America (2008)Cobertura de los sistemas de pensiones y factores asociados al acceso a una pensión de jubilación en México (2011)Investor Diversification and International Equity Markets (1991)The Econometrics of Financial Markets (1997)Moving from pay-as-you-go to privately managed individual pension accounts: What have we learned after 25 years of the Chilean pension reform? (2009)The Econometrics of Financial Markets (2012)Proving Incentives for Long-Term Investment by Pension Funds — The Use of Outcome-Based Benchmarks (2014)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Generalized deviations in risk analysis (2005)Frameworks and Results in Distributionally Robust Optimization (2022)Modelling Extremal Events (1997)An Introduction to Copulas (1999)Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry (2011)Is enterprise risk management real? (2011)Frontiers in VaR forecasting and backtesting (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Global Asset Liability Management (2003)Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion (2012)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited
  • 2006After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures174 cited
  • 2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase154 cited
  • 2005Social security coverage in Latin America60 cited
  • 2006Quantifying the Costs of Investment Limits for Chilean Pension Funds*23 cited

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