Managing capital market and longevity risks in a defined benefit pension plan
Year of publication: |
2013
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Authors: | Cox, Samuel H. ; Lin, Yijia ; Tian, Ruilin ; Yu, Jifeng |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 80.2013, 3, p. 585-619
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Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Pensionskasse | Pension fund | Finanzmarkt | Financial market | Hedging | Preismanagement | Pricing strategy |
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