A risk-based premium: what does it nean for DB plan sponsors?

DOI10.1016/J.INSMATHECO.2013.10.011zbMath1291.91097OpenAlexW3125542682MaRDI QIDQ2015469

Filip Uzelac, An Chen

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.011

zbMATH Keywords

correlationdefined benefit planPBGCsponsor supportdistress termination

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Valuation of risk-based premium of DB pension plan with terminations ⋮ Risk-based premium evaluation with jump diffusion process for PBGC

Cites Work

• A risk-based model for the valuation of pension insurance

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