Stability of participation in collective pension schemes : an option pricing approach
Year of publication: |
2015
|
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Authors: | Chen, Damiaan H. J. ; Beetsma, Roel ; Broeders, Dirk |
Publisher: |
Amsterdam : DNB |
Subject: | defined-benefit and collective defined-contribution pension funds | participation decision | actuarially fair | uniform and age-dependent contribution | European, Bermuda and American option | Least Squares Monte Carlo simulations | stability | Optionspreistheorie | Option pricing theory | Pensionskasse | Pension fund | Monte-Carlo-Simulation | Monte Carlo simulation | Altersvorsorge | Retirement provision | EU-Staaten | EU countries |
Extent: | 53 S. graph. Darst. |
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Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 484 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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