Recreating sustainable retirement resilience solvency and tail risk raimond maurer olivia mitchell and p brett hammond editors the financial crisis and the ensuing great recession alerted those seeking to protect old age security about the extreme risks confronting the financial and political institutions comprising our retirement system. Recreating sustainable retirement resilience solvency and tail risk edited by olivia s mitchell raimond maurer and brett hammond pension research council series timely topic benefitting pension plan participants administrators and policymakers assesses various risks faced by private and public pensions. 116 recreating sustainable retirement of results for solvency and tail risk with the other models of heterogeneity the subor dinated model shows the significance of heterogeneity if mortality is stochastic the markov aging model used has a time inhomogeneous five state transi tion matrix fitted to ages 30 110. Recreating sustainable retirement resilience solvency and tail risk and executive director of the pension research council wharton school raimond maurer editor chair of investment portfolio chapter 7 model risk mortality heterogeneity and implications for solvency and tail risk michael sherris and qiming zhou. Home books recreating sustainable retirement resilience solvency and tail risk pension research council series recreating sustainable retirement resilience solvency and tail risk pension research council series pensionpolicyintl october 25 2017
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