Financial valuation of PBGC insurance with market-implied default probabilities
Year of publication: |
2014
|
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Authors: | Binsbergen, Jules H. van ; Novy-Marx, Robert ; Rauh, Joshua |
Published in: |
Tax policy and the economy. - Chicago, Ill. : University of Chicago Press, ISSN 0892-8649, ZDB-ID 1005467-4. - Vol. 28.2014, p. 133-154
|
Subject: | Pension insurance | Pension Benefit Guaranty Corporation | pension liabilities | liability valuation | option pricing of government liabilities | Betriebliche Altersversorgung | Occupational pension plan | Pensionskasse | Pension fund | Optionspreistheorie | Option pricing theory | Gesetzliche Rentenversicherung | Public pension system | Haftung | Liability | Haftpflichtversicherung | Liability insurance | Insolvenz | Insolvency | Altersvorsorge | Retirement provision |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | PBGC = pension benefit guaranty corporation |
Source: | ECONIS - Online Catalogue of the ZBW |
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