Pension plan asset valuation

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

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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.

Item Type: Article
Additional Information: Copyright © 2001. Reproduced with permission of the Society of Actuaries, Schaumburg, Illinois.
Subjects: H Social Sciences > HF Commerce
Divisions: Cass Business School > Faculty of Actuarial Science & Insurance
URI: http://openaccess.city.ac.uk/id/eprint/14284

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