Dynamic hedging strategies for cash balance pension plans
Year of publication: |
2018
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Authors: | Zhu, Xiaobai ; Hardy, Mary Rosalyn ; Saunders, David |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1245-1275
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Subject: | Cash balance pension | dynamic hedging | Hull-White model | Betriebliche Altersversorgung | Occupational pension plan | Hedging | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Theorie | Theory |
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