Entidades fechadas de previdÃncia provada no Brasil â polÃtica de investimentos em fundos de pensÃo - ALM. / Closed entities of proven providence in Brazil - politics of investments in pension fund - ALM

AUTOR(ES)
DATA DE PUBLICAÇÃO

2005

RESUMO

This study broachs the management of the investments of a Brazilian pension fund - EFPC. The theme is described in five chapters. In the first one is presented a actuarial vision of a EFPC, through a short historic about the sector and about the concepts involved especially concerning to the segments of the Brazilian financial Market. In the second, where the EFPC invests his resources and talking about the modern techniques of generation of economics scenario. In the third chapter we show the most used modeling in dimension of financial actives. The fourth shows a explanation about Modeling of Actuaries passives in pension funds. In the last one is showed a study of case including their implementation and analysis. The result of this work was definitions and implementation of a model of simplified ALM to be used in a pension fund with a defined benefit plans.

ASSUNTO(S)

alm otimizaÃÃo economia fundo de pensÃo optimization alm pension fund

ACESSO AO ARTIGO

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