Levelling the playing field : a VIX-linked structure for funded pension schemes
Year of publication: |
2020
|
---|---|
Authors: | Bégin, Jean-François |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 94.2020, p. 58-78
|
Subject: | Funded pension schemes | Hybrid pension plan | Intergenerational risk sharing | Volatility index | Fairness | Pensionskasse | Pension fund | Kapitaldeckungsverfahren | Fully funded system | Altersvorsorge | Retirement provision | Generationengerechtigkeit | Intergenerational equity | Gesetzliche Rentenversicherung | Public pension system | Overlapping Generations | Overlapping generations | Theorie | Theory | Umlageverfahren | Pay-as-you-go | Volatilität | Volatility | Rentenfinanzierung | Pension finance |
-
Yi, Lu, (2022)
-
Sustainability of pension systems with voluntary participation
Romp, Ward E., (2020)
-
Boelaars, Ilja, (2019)
- More ...
-
Idiosyncratic jump risk matters : evidence from equity returns and options
Bégin, Jean-François, (2020)
-
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François, (2017)
-
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François, (2024)
- More ...