City Research Online

Pension plan asset valuation

Owadally, M. I and Haberman, S. (2001). Pension plan asset valuation. Pension Forum, 13(1), pp. 51-60.

Abstract

Various asset valuation methods are used in the context of funding valuations. The motivation for such methods and their properties are briefly described. Some smoothed value or market-related methods based on arithmetic averaging and exponential smoothing are considered and their effect on funding is discussed. Suggestions for further research are also made.

Publication Type: Article
Additional Information: Copyright © 2001. Reproduced with permission of the Society of Actuaries, Schaumburg, Illinois.
Subjects: H Social Sciences > HF Commerce
Departments: Cass Business School > Actuarial Science & Insurance
URI: http://openaccess.city.ac.uk/id/eprint/14284
[img]
Preview
Text - Accepted Version
Download (28kB) | Preview

Export

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login