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Recreating Sustainable Retirement – Resilience, Solvency, and Tail Risk - Oxford Scholarship Online
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Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Olivia S. Mitchell, Raimond Maurer, and P.Brett Hammond


The financial crisis of the late 2000s and the Great Recession that followed it alerted many of those seeking to protect old-age security to the numerous extreme risks that are confronting the financial and political institutions which comprise our retirement system. This volume offers an in-depth analysis of the “black swans” that threaten private and public pensions around the world. Matters such as capital market shocks, surprises to longevity, regulatory and political risk, and errors in modeling have profound consequences for various stakeholders, including pension plan participants and m ... More

Keywords: Pensions, retirement planning, extreme events, risk analysis, asset-liability management

Bibliographic Information

Print publication date: 2014 Print ISBN-13: 9780198719243
Published to Oxford Scholarship Online: December 2014 DOI:10.1093/acprof:oso/9780198719243.001.0001


Affiliations are at time of print publication.

Olivia S. Mitchell, editor
International Foundation of Employee Benefit Plans Professor of Business Economics/Public Policy and Insurance/Risk Management, Director of the Boettner Center for Pensions and Retirement Research, and Executive Director of the Pension Research Council, Wharton School

Raimond Maurer, editor
Chair of Investment, Portfolio Management, and Pension Finance in the Faculty of Economics and Business Administration, Goethe University of Frankfurt

P.Brett Hammond, editor
Managing Director and Head of Index Applied Research, MSCI Inc

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