Sustainability of participation in collective pension schemes : an option pricing approach
Damiaan H.J. Chen, Roel M.W.J. Beetsma, Dirk W.G.A. Broeders, Antoon A.J. Pelsser
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Chen, Damiaan H. J. ; Beetsma, Roel ; Broeders, Dirk W. G. A. ; Pelsser, Antoon André Jean |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 182-196
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| Subject: | Defined-benefit | Collective defined-contribution and hybrid pension funds | Participation decision | Contribution | Option | Least Squares Monte Carlo method | Explicit finite difference method | Sustainability | Optionspreistheorie | Option pricing theory | Pensionskasse | Pension fund | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712469