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Optimal VIX-linked structure for the target benefit pension plan - MaRDI portal

Optimal VIX-linked structure for the target benefit pension plan (Q6494323)

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scientific article; zbMATH DE number 7839991
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English
Optimal VIX-linked structure for the target benefit pension plan
scientific article; zbMATH DE number 7839991

    Statements

    title
    Optimal VIX-linked structure for the target benefit pension plan (English)
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    author
    Lv Chen
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    Danping Li
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    Yu-Min Wang
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    Xiaobai Zhu
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    publication date
    30 April 2024
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    zbMATH Keywords
    target benefit plan
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    intergenerational risk sharing
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    volatility index
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    partial indexation
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    cites work

    Identifiers

    zbMATH DE Number
    7839991
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    DOI
    10.1017/ASB.2023.33
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