Quantifying mortality risk in small defined-benefit pension schemes (Q4576836)
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scientific article; zbMATH DE number 6901150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying mortality risk in small defined-benefit pension schemes |
scientific article; zbMATH DE number 6901150 |
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Quantifying mortality risk in small defined-benefit pension schemes (English)
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11 July 2018
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small defined-benefit pension scheme
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mortality risk
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idiosyncratic risk
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systematic risk
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Euler capital allocation principle
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stochastic mortality
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coefficient of variation
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