Risk Management for Pension Funds

Francesco Menoncin is Full Professor of Economic Policy at the University of Brescia, Italy. He has a Master’s in Economics and a PhD in Economics both from Université Catholique de Louvain (Belgium), and a PhD in Economics from the University of Pavia (Italy). He teaches in the field of finance in Italy and France at Masters and PhDs. He has published articles and books about optimal control in financial market, asset prices, and risk management.

• - Introduction. - Decision Theory Under Uncertainty. - Stochastic Processes. - The Financial Market. - The Actuarial Framework. - Financial-Actuarial Assets. - Pension Fund Management. - A Workable Framework. - A Pure Accumulation Fund.

“The book presents a consistent and complete framework for studying the risk management of a pension fund. It is useful for students and teachers in financial and actuarial mathematics as well as for professionals in the area of pension funds.” (Pavel Stoynov, zbMATH 1460.91007, 2021)