De-risking defined benefit plans
Year of publication: |
2015
|
---|---|
Authors: | Lin, Yijia ; MacMinn, Richard D. ; Tian, Ruilin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 52-65
|
Subject: | Defined benefit pension plan | Longevity hedge | Buy-in | Buy-out | Hedging costs | Hedging | Betriebliche Altersversorgung | Occupational pension plan | Sterblichkeit | Mortality | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Theorie | Theory |
-
Pricing pension buy-outs under stochastic interest and mortality rates
Arık, Ayşe, (2018)
-
Romaniuk, Katarzyna, (2021)
-
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
Arık, Ayşe, (2023)
- More ...
-
The securitization of longevity risk and its implications for retirement security
MacMinn, Richard D., (2014)
-
Pension Risk Management in the Enterprise Risk Management Framework
Lin, Yijia, (2018)
-
De-Risking Defined Benefit Plans
Lin, Yijia, (2016)
- More ...