Valuation of contingent pension liabilities and guarantees under sponsor default risk
Year of publication: |
2010
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Authors: | Broeders, Dirk |
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. 77.2010, 4, p. 911-934
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Subject: | Pensionskasse | Pension fund | Verbindlichkeiten | Corporate debt | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
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