Guarantee valuation in notional defined contribution pension systems
By Jennifer Alonso-García and Pierre Devolder
| Year of publication: |
2016
|
|---|---|
| Authors: | Alonso-García, Jennifer ; Devolder, Pierre |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 677-707
|
| Subject: | Public pension | pay-as-you-go | option pricing | incompletemarkets | exponential utility | Gesetzliche Rentenversicherung | Public pension system | Umlageverfahren | Pay-as-you-go | Optionspreistheorie | Option pricing theory | Altersvorsorge | Retirement provision | Kapitaldeckungsverfahren | Fully funded system | Overlapping Generations | Overlapping generations | Rentenreform | Pension reform | Rentenfinanzierung | Pension finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.21 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669755