Concepedia

Pension Surplus Analysis

Pension Surplus Analysis is a methodological framework in pension mathematics that quantifies the excess of a pension fund's assets over its actuarial liabilities under specified valuation assumptions to assess financial stability and inform funding, allocation, or distribution decisions.

7

Publications

174

Citations

10

Authors

11

Institutions

Publications per year

2017–2026

0

Parents

Publications

7

Liability-Relative Investing

M. Barton Waring · The Journal of Portfolio Management · 2004 · 40 citations

, , +17

Intergenerational Risk Sharing, Stability and Optimality of Alternative Pension Systems

John Hassler, Assar Lindbeck · Econstor (Econstor) · 1997 · 35 citations · Full text

, , +17

Pension Asset Allocation Through Surplus Management

Martin L. Leibowitz · Financial Analysts Journal · 1987 · 28 citations

, , +13

The Market Value Implications of Post‐Retirement Benefit Plans and Plan Surpluses — Canadian Evidence

Christine I. Wiedman, Heather A. Wier · Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration · 2004 · 25 citations

, , +17

Pension Funding and the Actuarial Assumption Concerning Investment Returns

M. Iqbal Owadally · Astin Bulletin · 2003 · 20 citations · Full text

, , +14

1–5 of 7

Authors

10

  1. MB
    M. Barton Waring

    Ford Foundation, United States

    1 publications · 40 citations

    1

    h-index

  2. EP
    Eduard Ponds

    Tilburg University, Netherlands

    1 publications · 14 citations

    1

    h-index

  3. MI
    M. Iqbal Owadally

    City, University of London, United Kingdom

    1 publications · 20 citations

    1

    h-index

  4. AL
    Assar Lindbeck

    Stockholm University, Sweden

    1 publications · 35 citations

    1

    h-index

  5. ML
    Martin L. Leibowitz

    Morgan Stanley (United States), United States

    1 publications · 28 citations

    1

    h-index

1–5 of 10

Institutions

11

  1. Parnassia Groep

    The Hague, Netherlands

    1 h-index

    1 publications

    14 citations

  2. City, University of London

    London, United Kingdom

    1 h-index

    1 publications

    20 citations

  3. Tilburg University

    Tilburg, The Netherlands

    1 h-index

    1 publications

    14 citations

  4. Pension Fund for Care and Well-Being

    Zeist, Netherlands

    1 h-index

    1 publications

    14 citations

  5. University of Alberta

    Edmonton, Canada

    1 h-index

    1 publications

    25 citations

  6. University of Arizona

    Tucson, United States

    1 h-index

    1 publications

    12 citations

  7. Western University

    London, Canada

    1 h-index

    1 publications

    25 citations

  8. University of London

    London, United Kingdom

    1 h-index

    1 publications

    20 citations

1–8 of 11

Venues

  1. Astin Bulletin

    1 publications · 20 citations

    1

    h-index

  2. Financial Analysts Journal

    FAJ · 1 publications · 28 citations

    1

    h-index

  3. Econstor (Econstor)

    Repository · 1 publications · 35 citations

    1

    h-index

  4. SSRN Electronic Journal

    Repository · 1 publications · 14 citations

    1

    h-index

  5. The Journal of Portfolio Management

    JPM · 1 publications · 40 citations

    1

    h-index

1–5