Μέτρηση και διαχείριση κινδύνου των συνταξιοδοτικών σχημάτων
SubjectΔιαχείριση κινδύνου ; Συντάξεις ; Ασφάλιση ; Insurance, Life -- Statistical methods ; Insurance, Life -- Mathematical models
The purpose of this paper is the study of the methods, which they have been proposed in the international bibliography, for the measurement and the management of dangers of the Retirement Forms and especially the investment risk. It's examined also the lawful and regulating frame as long as it concerns the investments of the Retirement Forms. Also, using real data, is examined the investment strategic and are calculated the mainly risk measures. More concretely, the risk measures which are examined are the excess loss or the Value at Risk (VaR), the Conditional Value at Risk (CVaR), the semi variance and other known risk measures.