Includes bibliographical references and index.

Quantifying investment risk in pension funds / Shane Francis Whelan -- Investment decision in defined contribution pension schemes incorpor ating incentive mechanism / Bill Shih-Chieh Chang, Evan Ya-Wen Hwang -- Performance and risk measurement for pension funds / Auke Plantinga -- Pension funds under inflation risk / Aihua Zhang -- Mean-variance mana gement in stochastic aggregated pension funds with nonconstant interest rate / Ricardo Josa Fombellida -- Dynamic asset and liability manageme nt / Ricardo Matos Chaim -- Pension fund asset allocation under uncerta inty / Wilma de Groot and Laurens Swinkels -- Differenct stakeholders' risks in DB pension funds / Theo Kocken and Anne de Kreuk -- Financial risk in pension funds : application of value at risk methodology / Marc in Fedor -- Pension scheme asset allocation with taxation arbitrage, ri sk sharing, and default insurance / Charles Sutcliffe -- Longevity risk and private pensions / Pablo Antolin -- Actuarial funding of dismissal and resignation risks / Werner Hèurlimann -- Retirement decision : cur rent influences on the timing of retirement among older workers / Gaobo Pang, Mark J. Warshawsky, and Ben Weitzer -- Insuring defined benefit plans in Germany / Ferdinand Mager and Christian Schmieder -- The secur itization of longevity risk in pension schemes : the case of Italy / Su sanna Levantesi, Massimiliano Menzietti, and Tiziana Torri -- Corporate risk management and pension asset allocation / Yong Li -- Competition among pressure groups over the determination of U.K. pension fund accou nting rules / Paul John Marcel Klumpes and Stuart Manson -- Improving t he equity, transparency, and solvency of pay-as-you-go pension systems : NDCs, the AB, and ABMs / Carlos Vidal-Meliâa, Marâia del Carmen Boado -Penas, and Ole Sterrergren -- Risk-based supervision of pension funds in the Netherlands / Dirk Broeders and Marc Prèopper -- Policy consider ations for hedging risks in mandatory defined contribution pensions thr ough better default options / Gregorio Impavido -- Pension risk and hou sehold saving over the life cycle / David A. Love and Paul A. Smith -- Public and private DC pension schemes, termination indemnities, and opt imal funding of pension system in Italy / Marco Micocci, Giovanni B. Ma sala, Giuseppina Cannas -- Efficiency analysis in the Spanish pension f unds industry : a frontier approach -- Carmen-Pilar Martâi-Ballester an d Diego Prior-Jimâenez -- Pension funds under investments constraints : an assessment of the opportunity cost to the Greek social security sys tem / Nikolaos T. Milonas, George A. Papachristou, Theodore A. Roupas - - Pension fund deficits and stock market efficiency: evidence from the United Kingdom / Weixi Liu and Ian Tonks -- Return -based style analysi s applied to Spanish balanced pension plans / Laura Andreu ... [et al.] .