Management of investment risks in the pension systems of OECD countries and Russia / Nepp A.N., Nikonov O.I., Kryuchkova P.V., Semin A.N. // AIP Conference Proceedings. - 2015. - V. 1648, l. .

ISSN:

0094243X

Type:

Conference Paper

Abstract:

In the analysis of the institutional sphere of the pension system one should take into account that its entities operates in three different markets: the market of the obligatory pension insurance (pension savings), supplementary pension and participate in managing of financial funds in the framework of programs of co-financing of pensions. The article has analyzed the structure of external and internal environment of private pension funds in the market of obligatory pension insurance (OPI). The influence of surrounding entities on revenues and expenditures of private pension funds is determined. Risks generated by entities of external and internal environment are identified. The impact of the investment risks on obligatory pension insurance is shown and the comparative analysis of investment risks of pension systems of Russia and the OECD is held. © 2015 AIP Publishing LLC.

Author keywords:

external and internal environment; obligatory pension insurance; pension system; risks generated by environment

Index keywords:

нет данных

DOI:

10.1063/1.4912378

Смотреть в Scopus:

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84939648293&doi=10.1063%2f1.4912378&partnerID=40&md5=b87c2cc714fe56d74cdc789d41b6cfbf

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Другие поля

Поле	Значение
Art. No.	070004
Link	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84939648293&doi=10.1063%2f1.4912378&partnerID=40&md5=b87c2cc714fe56d74cdc789d41b6cfbf
Affiliations	Ural Federal University, 19 Mira street, Ekaterinburg, Russian Federation; Lomonosov Moscow State University, Leninskie Gory 1, Moscow, Russian Federation; Ural State Mining University, Kuibysheva 30, Ekaterinburg, Russian Federation
Author Keywords	external and internal environment; obligatory pension insurance; pension system; risks generated by environment
References	Alexandrov, D.G., (2000) Long-term Development Strategy of Pension System in Transition Economies: Thesis for Doc Sc, , (Ec) Spec. 08. 00. 01 /Dmitry G. Alexandrov; Rus. Ec. Acad. after G. V. Plekhanov.-M; Yang, S.S., Huang, H.-C., The impact of longevity risk on the optimal contribution rate and asset allocation for defined contribution pension plans (2009) Geneva Papers on Risk and Insurance: Issues and Practice, 34 (4), pp. 660-681. , October; Vidal-Meliá, C., Domínguez-Fabián, I., Devesa-Carpio, J.E., Subjective economic risk to beneficiaries in notional defined contribution accounts (2006) Journal of Risk and Insurance, 73 (3), pp. 489-515. , September; Gurvich, E.T., Future of Russian pension system (2007) Problems of Economics, (9), pp. 46-72; Nepp, A., The role of demographic risks for unfunded pension systems (2013) World Applied Sciences Journal, (27), pp. 234-240; Securitization, structuring and pricing of longevity risk (2010) Insurance: Mathematics and Economics, 46 (1), pp. 173-185. , February; Nepp, A.N., Kryuchkova, P.V., Investment risks of institutional environment of obligatory pension insurance system of russian federation: A comparative analysis with oecd countries (2014) Proceedings of the International Conference. XV April Conference of the Higher School of Economics, , Moscow, HSE, April 1-4, 06/04
Editors	Simos T.E.Simos T.E.Tsitouras C.Simos T.E.
Sponsors	Santilli Foundation
Publisher	American Institute of Physics Inc.
Conference name	International Conference on Numerical Analysis and Applied Mathematics 2014, ICNAAM 2014
Conference date	22 September 2014 through 28 September 2014
Conference code	111492
ISBN	9780735412873
Language of Original Document	English
Abbreviated Source Title	AIP Conf. Proc.
Source	Scopus