The DB Underpin Hybrid Pension Plan

DOI10.1080/10920277.2009.10597566zbMath1483.91181OpenAlexW2216760681MaRDI QIDQ5029080

Kai Chen, Mary R. Hardy

Publication date: 11 February 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597566

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (6)

Valuation of an early exercise defined benefit underpin hybrid pension ⋮ Levelling the playing field: a VIX-linked structure for funded pension schemes ⋮ Market-Consistent Valuation and Funding of Cash Balance Pensions ⋮ DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS ⋮ Structure of intergenerational risk-sharing plans: optimality and fairness ⋮ Valuation of a DB underpin hybrid pension under a regime-switching Lévy model

Cites Work

• Unnamed Item
• Pension schemes as options on pension fund assets: implications for pension fund management

This page was built for publication: The DB Underpin Hybrid Pension Plan