A risk-based model for the valuation of pension insurance

DOI10.1016/J.INSMATHECO.2011.06.002zbMath1228.91030OpenAlexW3126032202MaRDI QIDQ654818

An Chen

Publication date: 21 December 2011

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.06.002

zbMATH Keywords

correlationdefined benefit planPBGCpension insurancesponsor support

Mathematics Subject Classification ID

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

Related Items (4)

Valuation of risk-based premium of DB pension plan with terminations ⋮ Risk-based premium evaluation with jump diffusion process for PBGC ⋮ Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty ⋮ A risk-based premium: what does it nean for DB plan sponsors?

This page was built for publication: A risk-based model for the valuation of pension insurance