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Title: Financial aspects of UK occupational defined benefit pension schemes
Author: Sutcliffe, Charles Martin Sydenham
ISNI:       0000 0001 2426 1828
Awarding Body: University of Reading
Current Institution: University of Reading
Date of Award: 2018
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This thesis consists of a number of publications which deal with various aspects of the financial aspects of UK occupational defined benefit pension schemes. It is divided into six main sections covering (1) the history of pensions and medieval corrodies, (2) the asset allocation decision and asset-liability models, (3) valuing schemes and setting the contribution rate-actuaries versus economists, (4) different scheme designs and the redistribution of penSion wealth, (5) interactions between the sponsor and the scheme and how they affect scheme asset allocation and scheme mergers, and (6) the replication of annuities. The common theme of these papers is the application of the techniques of financial economics to defined benefit occupational pension schemes, as opposed to those of the actuarial profession. This allows the application ofa logical and consistent methodology that sheds new light on old problems.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available