Similar Search Results - EconBiz

A new defined benefit pension risk measurement methodology

Ai, Jing; Brockett, Patrick L.; Jacobson, Allen F. - In: Insurance / Mathematics & economics 63 (2015), pp. 40-51

Persistent link: https://www.econbiz.de/10011349856

Early Warning to Insolvency in the Pension Fund: The French Case

Bonneuil, Noël - In: Risks : open access journal 1 (2013) 1, pp. 1-13

error on the interest rate, the error on the extra bonus, and the error made in forecasting mortality. These weights are … rate to be earned on the financial market is given to counter-balance the extra bonus when mortality is forecast correctly. …

Persistent link: https://www.econbiz.de/10009754692

Personal langevity risk : defined contribution pensions and the introduction of an 'equilibrium retirement age'

Madsen, Chris; Tans, Martijn - In: Pensions : an international journal 17 (2012) 3, pp. 169-176

Persistent link: https://www.econbiz.de/10009668327

Securitization of longevity and mortality risk

Cipra, Tomáš - In: Decision 38 (2011) 3, pp. 116-131

Persistent link: https://www.econbiz.de/10009716060

Some annuity problemy in the framework of Czech pension systems

Cipra, Tomáš - In: Prague economic papers : a bimonthly journal of … 22 (2013) 3, pp. 307-323

Persistent link: https://www.econbiz.de/10010226445

Bringing cost transparency to the life annuity market

Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 56 (2014), pp. 14-27

Persistent link: https://www.econbiz.de/10010385045

Managing capital market and longevity risks in a defined benefit pension plan

Cox, Samuel H.; Lin, Yijia; Tian, Ruilin; Yu, Jifeng - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 585-619

Persistent link: https://www.econbiz.de/10010127212

Longevity risk transfer markets : market structure, growth drivers and impediments, and potential risks

2013 - Dec. 2013

Persistent link: https://www.econbiz.de/10010340508

A utility- and CPT-based comparison of life insurance contracts with guarantees

Chen, An; Hentschel, Felix; Klein, Jakob K. - In: Journal of banking & finance 61 (2015), pp. 327-339

Persistent link: https://www.econbiz.de/10011545428

Le risque de longévité pour les fonds de pension

Latourrette, Bruno - In: Revue d'économie financière : revue trimestrielle de … 122 (2016), pp. 113-127

Persistent link: https://www.econbiz.de/10011514472

A service of the