Στοχαστικές επενδυτικές αποδόσεις και ο κίνδυνος εισφοράς σε προκαθορισμένα συνταξιοδοτικά σχήματα
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Κίνδυνος εισφοράς ; Συνταξιοδοτικά σχήματαAbstract
In this dissertation we will analyze pension schemes for the calculation of pensions and we will study define benefit pension schemes as well as the behavior of the contribution risk. For above analysis we will use a stochastic and financial approach. We will understand the relationship between the contribution rate and capital rate, which is very important in terms of limiting contribution risk. Our model will be applied in three cases and the variation of the contributions will be observed. Based on this, a discussion of the selection of the appropriate spreading valuation surpluses and deficiencies to minimize the contribution rate risk will be presented. Finally, we will present applications and useful conclusions.