Sustainability of participation in collective pension schemes: an option pricing approach (Q2397865): Difference between revisions

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Property / author: Roel M. W. J. Beetsma / rank
 
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Property / cites work: If we can simulate it, we can insure it: an application to longevity risk management / rank
 
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Property / cites work: A general version of the fundamental theorem of asset pricing / rank
 
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Property / cites work: Stability of pension systems when rates of return are random / rank
 
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Property / cites work: The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior / rank
 
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Latest revision as of 20:40, 13 July 2024

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Sustainability of participation in collective pension schemes: an option pricing approach
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    Sustainability of participation in collective pension schemes: an option pricing approach (English)
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    24 May 2017
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    defined-benefit
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    collective defined-contribution and hybrid pension funds
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    participation decision
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    contribution
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    option
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    least squares Monte Carlo method
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    explicit finite difference method
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    sustainability
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