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On stochastic mortality modeling
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10009517554
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10009517590
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On stochastic mortality modeling
Plat, Richard - 2009
Persistent link: https://www.econbiz.de/10003814814
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Evaluating the UK and Dutsch defined-benefit pension policies using the holistic balance sheet framework
Chen, Zhiqiang; Pelsser, Antoon André Jean; Ponds, Eduard - In: Insurance / Mathematics & economics 58 (2014), pp. 89-102
Persistent link: https://www.econbiz.de/10010437623
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A comparison of pension fund regulation in Canada and the Netherlands
Fredrix, Rowan; Pelsser, Antoon André Jean; Shen, Sally - 2021
Persistent link: https://www.econbiz.de/10012488743
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Sustainability of participation in collective pension schemes : an option pricing approach
Chen, Damiaan H. J.; Beetsma, Roel; Broeders, Dirk W. G. A. - In: Insurance / Mathematics & economics 74 (2017), pp. 182-196
Persistent link: https://www.econbiz.de/10011712469
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The Recovery Potential for Underfunded Pension Plans
Yang, Li; Pelsser, Antoon - 2022
We investigate whether risk-taking for resurrection type of risk preference (non-constant risk aversion) can increase the probability of achieving inflation-indexed pension benefits at retirement, especially when the starting position is underfunded. By maximizing the expected utility of the...
Persistent link: https://www.econbiz.de/10014078275
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The recovery potential for underfunded pension plans
Pelsser, Antoon André Jean; Yang, Li - 2022
Persistent link: https://www.econbiz.de/10013411738
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The Recovery Potential for underfunded Pension Plans
Yang, Li; Pelsser, Antoon - 2022
We investigate whether risk-taking for resurrection type of risk preference (non-constant risk aversion) can increase the probability of achieving inflation-indexed pension benefits at retirement, especially when the starting position is underfunded. By maximizing the expected utility of the...
Persistent link: https://www.econbiz.de/10013492461
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993