Essays about: "Premium pension"

Showing result 16 - 20 of 31 essays containing the words Premium pension.

  1. 16. Annuity Divisors

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Madeleine Helmersson; [2017]
    Keywords : Annuity Divisor; Lee-Carter; Prediction interval; Pension; Life expectancy; Bootstrap; Makeham; Delningstal; Lee-Carter; Prediktionsintervall; Pension; Livslängder; Makeham;

    Abstract : This paper studies the differences and similarities between the discrete annuity divisor of the income pension compared to the continuous annuity divisor of the premium pension in Sweden. First discrete and continuous annuity divisors are compared and found to be equivalent given the same underlying mortality. READ MORE

  3. 17. Mutual fund performance in the Swedish premium system - Beyond the mean-variance framework

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rasmus Håkansson; [2017]
    Keywords : PPM mutual fund performance higher moments Sharpe ratio; Business and Economics;

    Abstract : This paper presents an evaluation of the Swedish pension system, using performance measures that accounts for higher moments of the distribution. The aim of this study is to analyze the relationship between the classical Sharpe ratio and more sophisticated measures, while specifically focusing on the outcome of the default fund in the system. READ MORE

  4. 18. Placing 192 Billion SEK in the Hands of People Who Dosen't Care

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Elisabeth Håkansson; [2016-06-30]
    Keywords : Involvement; Consumer Behaviour within Financial Markets; Self-Deception; Default bias; Premium pension; AP7 Såfa;

    Abstract : .... READ MORE

  5. 19. Emerging and Frontier Markets for Risk Averse Investors? : A study on equity risk premium and correlation in 96 markets.

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Erik Kugelberg; [2016]
    Keywords : equity risk premium; correlation; diversification; portfolio theory; frontier markets; emerging markets; pension funds;

    Abstract : Introduction: The portfolio theory states that an investor has to take into consideration expected return and variance to construct an optimal portfolio along the efficient frontier. The equity risk premium suggests that an investment’s expected return is related to the amount of risk it consists of. READ MORE

  6. 20. Superior Fund Performance by Exclusion. Does an Exclusion and Norms-Based Strategy Enhance Performance for Socially Responsible Retail Investors?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mikaela Hildén; Fredrik Olsson Stenkil; [2014-07-04]
    Keywords : Socially Responsible Investing; Mutual Fund Performance; Environmental; Socal and Governance ESG Analysis; Ethical Investments; Exclusion-and Norms-Based Screening; Stustainablility;

    Abstract : The study examines whether there is a significant relationship between risk-adjusted returns and the intensity of exclusion and norms-based screening. The approaches to socially responsible investing adopted by mutual funds in the Swedish premium pension system are quantified and the monthly performances over the three year period March 2011 – March 2014 are estimated with Jensen’s alpha, Carhart’s four-factor alpha and the Sharpe ratio. READ MORE