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Model risk in a CDC pension scheme
Catherine Donnelly
School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics
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Commissioned report
40
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INIS
risks
100%
investment
28%
entropy
28%
tools
14%
probabilistic estimation
14%
balances
14%
bears
14%
Economics, Econometrics and Finance
Investment Risk
100%
Balance of Payments
50%
Mathematics
Risk Model
100%