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Workshop on Pension Funds

May 11th, 2006


9h45: Coffee
         Welcome address, F. Quittard-Pinon
 
10h15 – 11h00: F. Menoncin 
          "Optimal Asset Allocation for Pension Funds under Mortality Risk during the Accumulation and the Decumulation Phases"
 
11h00 – 11h45: P. Devolder
         "IAS Norms and Pension Funding: from Level Methods to Unit Credit Valuation"
 
14h15 – 15h00: S. Haberman
          "The Management of Decumulation Risks in a Defined Contribution Pension Scheme"
 
15h00 – 15h15: Coffee break

15h15 – 16h00: M. Grasselli
          "Pension Fund Management as a Long Term Investment Problem"



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