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This item has an extended shipping time. The typical delivery time is 2 weeks.

Published: 24 May 2016

416 Pages | 234 Figures and 175 Tables

9.2 x 6.1 inches

ISBN: 9780198738794

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Bookseller Code (06)

Defined Benefit Pension Schemes in the UK

Asset and Liability Management

Philippe-N. Marcaillou

  • Provides a step-by-step methodology to maximize the complete restructuring and monitoring of the Asset-Liability Management of Defined Benefit schemes
  • Shows the reader how to monitor the efficiency of an investment strategy
  • Demonstrates how to measure liability risks and how to define, implement, and monitor an efficient liability hedging strategy
  • Includes 400 figures and tables
  • Explains how to build efficient investment portfolios
  • Provides an introduction to Buy-in, Buyout, and Longevity risk management
  • Based on UK ALM Pension Fund maximisation methodology but can be applied to countries worldwide

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