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The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices - MaRDI portal

The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087)

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scientific article; zbMATH DE number 7712483
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The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
scientific article; zbMATH DE number 7712483

    Statements

    The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (English)
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    13 July 2023
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    defined benefit pension plan
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    mortality
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    jump diffusion models
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    pension buyout
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    mortality and financial markets
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